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% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,991 CHF | 498,491 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,454 CHF | 497,954 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,589 CHF | 497,089 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,619 CHF | 495,119 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,619 CHF | 496,119 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,849 CHF | 496,349 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,086 CHF | 496,586 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,454 CHF | 495,954 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 499,966 | 492,896 CHF | 495,363 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,898 CHF | 492,398 CHF | 99.38% | 99.38% |