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% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,854 CHF | 499,354 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,941 CHF | 499,441 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,352 CHF | 498,852 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,753 CHF | 498,253 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,740 CHF | 499,240 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,621 CHF | 499,121 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,271 CHF | 498,771 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,364 CHF | 497,864 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,665 CHF | 497,165 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,202 CHF | 495,702 CHF | 98.66% | 98.66% |