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 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 498,728 | 500,000 | 496,310 CHF | 499,125 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,365 CHF | 498,908 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,833 CHF | 498,375 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,643 CHF | 498,193 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,719 CHF | 498,269 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,304 CHF | 497,853 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,161 CHF | 497,711 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,032 CHF | 495,582 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,151 CHF | 494,701 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,668 CHF | 491,217 CHF | 100.00% | 100.00% |