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 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,957 CHF | 494,457 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,854 CHF | 493,354 CHF | 76.80% | 76.80% |
11/07/2024 | 0.50% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,290 CHF | 501,790 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.96 % | 105.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,150 CHF | 525,650 CHF | 94.74% | 94.74% |
09/07/2024 | 0.48% | 104.56 % | 105.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,015 CHF | 524,515 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.66 % | 104.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,125 CHF | 522,625 CHF | 99.76% | 99.76% |
05/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,053 CHF | 520,553 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.49 % | 103.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,296 CHF | 520,796 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.68 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,910 CHF | 519,410 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 103.19 % | 103.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,646 CHF | 516,146 CHF | 100.00% | 100.00% |