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% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,371 CHF | 496,871 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,229 CHF | 497,729 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,346 CHF | 496,846 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,487 CHF | 494,987 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,557 CHF | 493,057 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,440 CHF | 494,940 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,262 CHF | 495,762 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,703 CHF | 495,203 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,477 CHF | 493,977 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,215 CHF | 491,715 CHF | 99.37% | 99.37% |