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% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,791 CHF | 496,291 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,033 CHF | 496,533 CHF | 99.39% | 99.39% |
11/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,733 CHF | 496,233 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,476 CHF | 496,976 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,249 CHF | 497,749 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,921 CHF | 496,421 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,236 CHF | 495,736 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,218 CHF | 494,718 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,945 CHF | 486,445 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,906 CHF | 483,406 CHF | 98.67% | 98.67% |