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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,297 CHF | 499,797 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,967 CHF | 499,467 CHF | 90.89% | 90.89% |
11/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,106 CHF | 502,606 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,735 CHF | 511,235 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,468 CHF | 510,968 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,019 CHF | 510,519 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,209 CHF | 509,709 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,135 CHF | 509,635 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,348 CHF | 508,848 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,799 CHF | 507,299 CHF | 99.38% | 99.38% |