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% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,244 CHF | 492,744 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,453 CHF | 491,953 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,551 CHF | 493,051 CHF | 99.89% | 99.89% |
10/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,661 CHF | 489,161 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,327 CHF | 488,827 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,038 CHF | 490,538 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,964 CHF | 491,464 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,702 CHF | 491,202 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,082 CHF | 491,582 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,571 CHF | 488,071 CHF | 99.91% | 99.91% |