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% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,856 CHF | 499,356 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,069 CHF | 499,569 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,545 CHF | 496,045 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,611 CHF | 495,111 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,745 CHF | 496,245 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,982 CHF | 496,482 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,955 CHF | 497,455 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,858 CHF | 495,358 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,268 CHF | 494,768 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,612 CHF | 492,112 CHF | 99.38% | 99.38% |