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% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,438 CHF | 494,938 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,113 CHF | 494,613 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,431 CHF | 494,931 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,257 CHF | 492,757 CHF | 99.35% | 99.35% |
09/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,061 CHF | 492,561 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,889 CHF | 492,389 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,421 CHF | 491,921 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,961 CHF | 491,461 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,523 CHF | 490,023 CHF | 99.33% | 99.33% |
02/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,082 CHF | 488,582 CHF | 99.38% | 99.38% |