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 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,747 CHF | 496,247 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,314 CHF | 497,814 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,348 CHF | 503,848 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,696 CHF | 503,196 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,301 CHF | 506,801 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,526 CHF | 507,026 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,523 CHF | 505,023 CHF | 99.36% | 99.36% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,855 CHF | 504,355 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,851 CHF | 503,351 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,281 CHF | 499,781 CHF | 98.67% | 98.67% |