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% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,047 CHF | 500,547 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,173 CHF | 498,673 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,079 CHF | 498,579 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,368 CHF | 497,868 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,947 CHF | 496,447 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 499,977 | 494,622 CHF | 497,099 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,619 CHF | 496,119 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,108 CHF | 495,608 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,654 CHF | 496,154 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,576 CHF | 496,076 CHF | 99.37% | 99.37% |