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 | 488,386 CHF | 490,886 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,680 CHF | 493,180 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,255 CHF | 491,755 CHF | 98.89% | 98.89% |
10/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,134 CHF | 510,634 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,090 CHF | 511,590 CHF | 67.68% | 67.68% |
08/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,375 CHF | 512,875 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,410 CHF | 511,910 CHF | 98.69% | 98.69% |
04/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,305 CHF | 512,805 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,282 CHF | 508,782 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,448 CHF | 503,948 CHF | 99.38% | 99.38% |