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 | 497,536 CHF | 500,036 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,412 CHF | 501,912 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,067 CHF | 498,567 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,594 CHF | 494,094 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,261 CHF | 496,761 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,739 CHF | 498,239 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,442 CHF | 494,942 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,919 CHF | 491,419 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,342 CHF | 491,842 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,160 CHF | 491,660 CHF | 99.38% | 99.38% |