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% | 97.79 % | 98.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,173 CHF | 491,673 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.98 % | 99.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,324 CHF | 493,824 CHF | 78.76% | 78.76% |
11/07/2024 | 0.51% | 98.29 % | 98.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,375 CHF | 487,875 CHF | 100.00% | 100.00% |
10/07/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,918 CHF | 482,418 CHF | 94.73% | 94.73% |
09/07/2024 | 0.52% | 94.16 % | 94.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,608 CHF | 478,108 CHF | 97.76% | 97.76% |
08/07/2024 | 0.51% | 97.33 % | 97.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,906 CHF | 491,406 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 98.77 % | 99.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,974 CHF | 500,474 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.48 % | 99.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,520 CHF | 500,020 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 99.44 % | 99.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,956 CHF | 497,456 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 97.57 % | 98.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,615 CHF | 487,115 CHF | 100.00% | 100.00% |