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% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,330 CHF | 498,830 CHF | 99.16% | 99.16% |
12/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,848 CHF | 503,348 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,416 CHF | 502,916 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,064 CHF | 502,564 CHF | 98.93% | 98.93% |
09/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,493 CHF | 504,993 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,471 CHF | 507,971 CHF | 99.21% | 99.21% |
05/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,047 CHF | 508,547 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,141 CHF | 505,641 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,279 CHF | 498,779 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,301 CHF | 495,801 CHF | 98.66% | 98.66% |