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 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,759 CHF | 489,259 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,574 CHF | 492,074 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,611 CHF | 491,111 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,120 CHF | 490,620 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,243 CHF | 488,743 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,465 CHF | 486,965 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 499,989 | 484,343 CHF | 486,832 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,782 CHF | 487,282 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,829 CHF | 487,329 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,803 CHF | 487,303 CHF | 99.37% | 99.37% |