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% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,858 CHF | 500,358 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,412 CHF | 500,912 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,401 CHF | 499,901 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,626 CHF | 498,126 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,014 CHF | 499,514 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,269 CHF | 499,769 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,430 CHF | 497,930 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,288 CHF | 496,788 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,761 CHF | 497,261 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,997 CHF | 496,497 CHF | 99.37% | 99.37% |