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% | 98.81 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,279 CHF | 498,779 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.39 % | 99.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,020 CHF | 499,520 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,435 CHF | 498,935 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.84 % | 99.34 % | 500,000 | 500,000 | 500,000 | 499,999 | 495,211 CHF | 497,710 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.22 % | 99.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,760 CHF | 499,260 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 99.11 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,940 CHF | 499,440 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.57 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,895 CHF | 500,395 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.32 % | 99.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,154 CHF | 498,654 CHF | 98.25% | 98.25% |
03/07/2024 | 0.51% | 98.56 % | 99.06 % | 500,000 | 500,000 | 500,000 | 499,998 | 492,369 CHF | 494,866 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.07 % | 98.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,229 CHF | 490,729 CHF | 100.00% | 100.00% |