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% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,826 CHF | 495,326 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,929 CHF | 494,429 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,944 CHF | 493,444 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,568 CHF | 494,068 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,675 CHF | 495,175 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,848 CHF | 493,348 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 499,998 | 490,798 CHF | 493,295 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,479 CHF | 488,979 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,620 CHF | 490,120 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,608 CHF | 489,108 CHF | 99.38% | 99.38% |