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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,595 CHF | 498,095 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,188 CHF | 494,688 CHF | 90.84% | 90.84% |
11/07/2024 | 0.50% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,574 CHF | 497,074 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,632 CHF | 501,132 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,778 CHF | 502,278 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,389 CHF | 501,889 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,870 CHF | 500,370 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,521 CHF | 501,021 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,452 CHF | 496,952 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,563 CHF | 491,063 CHF | 99.38% | 99.38% |