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 | 496,963 CHF | 499,463 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,243 CHF | 498,743 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,413 CHF | 497,913 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,620 CHF | 496,120 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,361 CHF | 495,861 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,635 CHF | 495,135 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,677 CHF | 496,177 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,092 CHF | 494,592 CHF | 98.57% | 98.57% |
03/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,129 CHF | 497,629 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,735 CHF | 498,235 CHF | 99.38% | 99.38% |