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% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,253 CHF | 489,753 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,512 CHF | 491,012 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,742 CHF | 491,242 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,607 CHF | 490,107 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,865 CHF | 491,365 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,720 CHF | 492,220 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,166 CHF | 492,666 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,933 CHF | 490,433 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,777 CHF | 487,277 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,470 CHF | 482,970 CHF | 98.66% | 98.66% |