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 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,473 CHF | 492,973 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,329 CHF | 493,829 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,637 CHF | 493,137 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,696 CHF | 494,196 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,787 CHF | 497,287 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,169 CHF | 494,669 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,396 CHF | 494,896 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,641 CHF | 489,141 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,094 CHF | 490,594 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,895 CHF | 489,395 CHF | 99.38% | 99.38% |