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% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,552 CHF | 499,052 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,106 CHF | 498,606 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,883 CHF | 499,383 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,523 CHF | 499,023 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,084 CHF | 498,584 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,299 CHF | 496,799 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 499,991 | 495,608 CHF | 498,099 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,656 CHF | 499,156 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,700 CHF | 498,200 CHF | 99.39% | 99.39% |
02/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,478 CHF | 497,978 CHF | 99.37% | 99.37% |