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% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,302 CHF | 496,802 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,515 CHF | 498,015 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,980 CHF | 497,480 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,168 CHF | 496,668 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,713 CHF | 494,213 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,469 CHF | 492,969 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,113 CHF | 492,613 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,989 CHF | 492,489 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,832 CHF | 491,332 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,756 CHF | 491,256 CHF | 98.67% | 98.67% |