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% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,289 CHF | 501,789 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,516 CHF | 501,016 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,552 CHF | 500,052 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,676 CHF | 500,176 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,648 CHF | 501,148 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,538 CHF | 501,038 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,042 CHF | 501,542 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,699 CHF | 502,199 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,949 CHF | 501,449 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,322 CHF | 500,822 CHF | 99.37% | 99.37% |