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% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,015 CHF | 500,515 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,994 CHF | 499,494 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,662 CHF | 499,162 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,535 CHF | 498,035 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,782 CHF | 498,282 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,289 CHF | 498,789 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,953 CHF | 496,453 CHF | 99.34% | 99.34% |
04/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,594 CHF | 494,094 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,754 CHF | 494,254 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,241 CHF | 490,741 CHF | 98.66% | 98.66% |