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% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,329 CHF | 491,829 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,841 CHF | 492,341 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,705 CHF | 492,205 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,612 CHF | 490,112 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,053 CHF | 489,553 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,023 CHF | 489,523 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,317 CHF | 488,817 CHF | 99.36% | 99.36% |
04/07/2024 | 0.52% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,611 CHF | 486,111 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,939 CHF | 485,439 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 499,999 | 500,000 | 480,414 CHF | 482,915 CHF | 98.67% | 98.67% |