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% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,416 CHF | 497,916 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,904 CHF | 497,404 CHF | 90.84% | 90.84% |
11/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,204 CHF | 495,704 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 499,984 | 489,686 CHF | 492,170 CHF | 99.35% | 99.35% |
09/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,324 CHF | 493,824 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,558 CHF | 494,058 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,193 CHF | 494,693 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 499,978 | 491,049 CHF | 493,527 CHF | 98.55% | 98.55% |
03/07/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,894 CHF | 492,394 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,462 CHF | 487,962 CHF | 99.38% | 99.38% |