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% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,778 CHF | 494,278 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,369 CHF | 493,869 CHF | 90.89% | 90.89% |
11/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,507 CHF | 492,007 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,156 CHF | 490,656 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,985 CHF | 491,485 CHF | 67.73% | 67.73% |
08/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,357 CHF | 490,857 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,300 CHF | 490,800 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,514 CHF | 491,014 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,354 CHF | 489,854 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,260 CHF | 487,760 CHF | 99.38% | 99.38% |