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% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,146 CHF | 494,646 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,579 CHF | 494,079 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,283 CHF | 494,783 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 499,982 | 491,953 CHF | 494,435 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,607 CHF | 494,107 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,713 CHF | 492,213 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,837 CHF | 493,337 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,732 CHF | 494,232 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,817 CHF | 493,317 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,561 CHF | 493,061 CHF | 99.37% | 99.37% |