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 | 499,541 CHF | 502,041 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,370 CHF | 501,870 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,890 CHF | 501,390 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,870 CHF | 501,370 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,432 CHF | 500,932 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,402 CHF | 500,902 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,203 CHF | 500,703 CHF | 99.37% | 99.37% |
04/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,549 CHF | 500,049 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,691 CHF | 500,191 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,843 CHF | 499,343 CHF | 99.37% | 99.37% |