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% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,475 CHF | 495,975 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,100 CHF | 494,600 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,694 CHF | 493,194 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,788 CHF | 490,288 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,225 CHF | 489,725 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,089 CHF | 488,589 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,580 CHF | 490,080 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,169 CHF | 487,669 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,414 CHF | 491,914 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,193 CHF | 492,693 CHF | 99.37% | 99.37% |