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% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,284 CHF | 493,784 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,453 CHF | 494,953 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,820 CHF | 494,320 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,899 CHF | 493,399 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,135 CHF | 490,635 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,737 CHF | 489,237 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,199 CHF | 488,699 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,083 CHF | 488,583 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,637 CHF | 487,137 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,464 CHF | 486,964 CHF | 98.67% | 98.67% |