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% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,473 CHF | 496,973 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,636 CHF | 497,136 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,854 CHF | 496,354 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,015 CHF | 495,515 CHF | 99.39% | 99.39% |
09/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,626 CHF | 496,126 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,425 CHF | 495,925 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,148 CHF | 495,648 CHF | 99.36% | 99.36% |
04/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,215 CHF | 494,715 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,090 CHF | 493,590 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,137 CHF | 491,637 CHF | 98.66% | 98.66% |