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% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,834 CHF | 501,334 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,970 CHF | 501,470 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,658 CHF | 498,158 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,848 CHF | 497,348 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,939 CHF | 498,439 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,160 CHF | 498,660 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,084 CHF | 499,584 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,177 CHF | 497,677 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,832 CHF | 497,332 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,203 CHF | 494,703 CHF | 99.38% | 99.38% |