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% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,055 CHF | 496,555 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,354 CHF | 495,854 CHF | 90.89% | 90.89% |
11/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,213 CHF | 494,713 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,643 CHF | 492,143 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,901 CHF | 493,401 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,093 CHF | 493,593 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,435 CHF | 493,935 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,701 CHF | 493,201 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,985 CHF | 492,485 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,425 CHF | 488,925 CHF | 99.37% | 99.37% |