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 | 498,141 CHF | 500,641 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,288 CHF | 500,788 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,894 CHF | 500,394 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,964 CHF | 498,464 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,032 CHF | 499,532 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,169 CHF | 496,669 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,887 CHF | 496,387 CHF | 99.36% | 99.36% |
04/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,471 CHF | 495,971 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,690 CHF | 496,190 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,701 CHF | 491,201 CHF | 98.66% | 98.66% |