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% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,092 CHF | 500,592 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,222 CHF | 499,722 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,990 CHF | 498,490 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,259 CHF | 496,759 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,346 CHF | 497,846 CHF | 67.73% | 67.73% |
08/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,276 CHF | 497,776 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,974 CHF | 496,474 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,638 CHF | 496,138 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,808 CHF | 494,308 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,588 CHF | 491,088 CHF | 99.38% | 99.38% |