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% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,648 CHF | 494,148 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,878 CHF | 495,378 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,072 CHF | 493,572 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,218 CHF | 490,718 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,177 CHF | 492,677 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,049 CHF | 491,549 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,709 CHF | 492,209 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,956 CHF | 491,456 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,023 CHF | 490,523 CHF | 99.33% | 99.33% |
02/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,007 CHF | 487,507 CHF | 99.36% | 99.36% |