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% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,711 CHF | 497,211 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,212 CHF | 496,712 CHF | 99.39% | 99.39% |
11/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,741 CHF | 496,241 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,818 CHF | 496,318 CHF | 99.37% | 99.37% |
09/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,772 CHF | 495,272 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,899 CHF | 495,399 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,908 CHF | 496,408 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 499,998 | 494,079 CHF | 496,577 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,684 CHF | 495,184 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,566 CHF | 491,066 CHF | 98.66% | 98.66% |