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% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,700 CHF | 488,200 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,438 CHF | 490,938 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,506 CHF | 488,006 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,839 CHF | 485,339 CHF | 99.39% | 99.39% |
09/07/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,518 CHF | 483,018 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,255 CHF | 489,755 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,263 CHF | 493,763 CHF | 99.36% | 99.36% |
04/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,070 CHF | 493,570 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,250 CHF | 492,750 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,578 CHF | 487,078 CHF | 98.67% | 98.67% |