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% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,349 CHF | 500,849 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,836 CHF | 501,336 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,350 CHF | 503,850 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,794 CHF | 503,294 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,945 CHF | 504,445 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,002 CHF | 504,502 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,350 CHF | 503,850 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,719 CHF | 503,219 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,563 CHF | 502,063 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,508 CHF | 497,008 CHF | 98.67% | 98.67% |