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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,515 CHF | 499,015 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,640 CHF | 497,140 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,311 CHF | 497,811 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,287 CHF | 498,787 CHF | 99.37% | 99.37% |
09/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,311 CHF | 497,811 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,780 CHF | 498,280 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,208 CHF | 498,708 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,050 CHF | 498,550 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,946 CHF | 497,446 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,785 CHF | 494,285 CHF | 98.67% | 98.67% |