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% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,806 CHF | 502,306 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,941 CHF | 502,441 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,116 CHF | 501,616 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,312 CHF | 500,812 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,792 CHF | 501,292 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,757 CHF | 501,257 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,365 CHF | 500,865 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,382 CHF | 499,882 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,334 CHF | 498,834 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,588 CHF | 497,088 CHF | 98.67% | 98.67% |