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% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,337 CHF | 499,837 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,392 CHF | 500,892 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,182 CHF | 501,682 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,371 CHF | 503,871 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,554 CHF | 504,054 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,234 CHF | 502,734 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,595 CHF | 503,095 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,682 CHF | 504,182 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,361 CHF | 503,861 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,119 CHF | 503,619 CHF | 99.37% | 99.37% |