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% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,546 CHF | 498,046 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,252 CHF | 497,752 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,592 CHF | 497,092 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,132 CHF | 495,632 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,543 CHF | 496,043 CHF | 99.67% | 99.67% |
08/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,839 CHF | 495,339 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,043 CHF | 492,543 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,451 CHF | 495,951 CHF | 99.46% | 99.46% |
03/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,539 CHF | 495,039 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,147 CHF | 493,647 CHF | 100.00% | 100.00% |