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% | 99.43 % | 99.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,332 CHF | 497,832 CHF | 89.27% | 89.27% |
12/07/2024 | 0.50% | 99.86 % | 100.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,779 CHF | 498,279 CHF | 72.79% | 72.79% |
11/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,794 CHF | 501,294 CHF | 99.39% | 99.39% |
10/07/2024 | 0.50% | 100.07 % | 100.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,800 CHF | 503,300 CHF | 94.12% | 94.12% |
09/07/2024 | 0.50% | 99.99 % | 100.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,548 CHF | 503,048 CHF | 97.16% | 97.16% |
08/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,816 CHF | 504,316 CHF | 99.16% | 99.16% |
05/07/2024 | 0.50% | 100.08 % | 100.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,491 CHF | 502,991 CHF | 99.39% | 99.39% |
04/07/2024 | 0.50% | 99.93 % | 100.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,133 CHF | 500,633 CHF | 97.65% | 97.65% |
03/07/2024 | 0.50% | 99.57 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,799 CHF | 499,299 CHF | 99.39% | 99.39% |
02/07/2024 | 0.51% | 98.54 % | 99.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,736 CHF | 495,236 CHF | 99.39% | 99.39% |