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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,856 CHF | 501,356 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,966 CHF | 501,466 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,092 CHF | 500,592 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,155 CHF | 499,655 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,828 CHF | 500,328 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,663 CHF | 500,163 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,390 CHF | 499,890 CHF | 99.33% | 99.33% |
04/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,202 CHF | 498,702 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,332 CHF | 497,832 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,375 CHF | 495,875 CHF | 98.66% | 98.66% |