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% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,200 CHF | 499,700 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,640 CHF | 496,140 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,107 CHF | 498,607 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,318 CHF | 502,818 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,462 CHF | 503,962 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,053 CHF | 503,553 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,488 CHF | 501,988 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,176 CHF | 502,676 CHF | 98.55% | 98.55% |
03/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,400 CHF | 498,900 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,963 CHF | 492,463 CHF | 99.37% | 99.37% |