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% | 98.91 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,040 CHF | 500,540 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.31 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,249 CHF | 497,749 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 98.98 % | 99.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,656 CHF | 498,156 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,534 CHF | 500,034 CHF | 94.73% | 94.73% |
09/07/2024 | 0.50% | 99.48 % | 99.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,219 CHF | 501,719 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 99.39 % | 99.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,883 CHF | 500,383 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.76 % | 100.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,448 CHF | 499,948 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.83 % | 99.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,556 CHF | 496,056 CHF | 98.27% | 98.27% |
03/07/2024 | 0.51% | 98.53 % | 99.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,789 CHF | 494,289 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 97.99 % | 98.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,520 CHF | 493,020 CHF | 100.00% | 100.00% |