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% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,191 CHF | 493,691 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,388 CHF | 492,888 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,875 CHF | 491,375 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,873 CHF | 489,373 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,408 CHF | 488,908 CHF | 99.67% | 99.67% |
08/07/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,781 CHF | 488,281 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,654 CHF | 487,154 CHF | 97.13% | 97.13% |
04/07/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,732 CHF | 487,232 CHF | 99.45% | 99.45% |
03/07/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,772 CHF | 486,272 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,979 CHF | 482,552 CHF | 100.00% | 100.00% |