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% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,632 CHF | 501,132 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,619 CHF | 501,119 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,802 CHF | 501,302 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,545 CHF | 500,045 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,142 CHF | 499,642 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,972 CHF | 500,472 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,368 CHF | 500,868 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 499,964 | 498,490 CHF | 500,954 CHF | 99.37% | 99.37% |
03/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,914 CHF | 501,414 CHF | 99.39% | 99.39% |
02/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,616 CHF | 500,116 CHF | 99.37% | 99.37% |