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% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,326 CHF | 498,826 CHF | 99.93% | 99.93% |
12/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,896 CHF | 497,396 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,386 CHF | 496,886 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,446 CHF | 495,946 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,691 CHF | 496,191 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,524 CHF | 496,024 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,558 CHF | 496,058 CHF | 99.93% | 99.93% |
04/07/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,033 CHF | 496,533 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,507 CHF | 496,007 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,054 CHF | 496,554 CHF | 100.00% | 100.00% |