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% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,324 CHF | 497,824 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,472 CHF | 497,972 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,698 CHF | 498,198 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,579 CHF | 497,079 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,226 CHF | 497,726 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,992 CHF | 498,492 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,512 CHF | 498,012 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,733 CHF | 498,233 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,818 CHF | 494,318 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,840 CHF | 488,340 CHF | 98.66% | 98.66% |