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% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,878 CHF | 497,378 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,789 CHF | 498,289 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,276 CHF | 497,776 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,554 CHF | 497,054 CHF | 99.39% | 99.39% |
09/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,283 CHF | 494,783 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,160 CHF | 493,660 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,834 CHF | 493,334 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,690 CHF | 493,190 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,570 CHF | 492,070 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,479 CHF | 491,979 CHF | 98.66% | 98.66% |