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% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,052 CHF | 491,552 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,048 CHF | 493,548 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,967 CHF | 499,467 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,084 CHF | 498,584 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,828 CHF | 502,328 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,163 CHF | 502,663 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,168 CHF | 500,668 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,494 CHF | 499,994 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,572 CHF | 499,072 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,811 CHF | 495,311 CHF | 98.66% | 98.66% |