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% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,967 CHF | 497,467 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,674 CHF | 497,174 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,812 CHF | 495,312 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,514 CHF | 494,014 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,387 CHF | 494,887 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,779 CHF | 494,279 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,721 CHF | 494,221 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,005 CHF | 494,505 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,960 CHF | 493,460 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,003 CHF | 491,503 CHF | 99.38% | 99.38% |