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% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,031 CHF | 492,531 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,192 CHF | 492,692 CHF | 99.39% | 99.39% |
11/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,555 CHF | 492,055 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,697 CHF | 489,197 CHF | 99.37% | 99.37% |
09/07/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,179 CHF | 490,679 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,407 CHF | 486,907 CHF | 99.37% | 99.37% |
05/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,035 CHF | 486,535 CHF | 99.35% | 99.35% |
04/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,427 CHF | 485,927 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,766 CHF | 486,266 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,119 CHF | 479,619 CHF | 98.66% | 98.66% |