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% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,714 CHF | 495,214 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 499,968 | 490,870 CHF | 493,338 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,182 CHF | 490,682 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,774 CHF | 491,274 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,600 CHF | 494,100 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,298 CHF | 493,798 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,595 CHF | 495,095 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 499,976 | 494,304 CHF | 496,780 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,547 CHF | 494,047 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,278 CHF | 491,778 CHF | 99.37% | 99.37% |