Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,245 CHF | 501,745 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,245 CHF | 501,745 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,244 CHF | 501,744 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,248 CHF | 501,748 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,172 CHF | 501,672 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,112 CHF | 501,612 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,808 CHF | 501,308 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,825 CHF | 501,325 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,712 CHF | 501,212 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,797 CHF | 501,297 CHF | 98.67% | 98.67% |