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% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,624 CHF | 500,124 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,667 CHF | 500,167 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,915 CHF | 499,415 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,937 CHF | 498,437 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,830 CHF | 499,330 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,774 CHF | 499,274 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,361 CHF | 498,861 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,655 CHF | 500,155 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,986 CHF | 499,486 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,274 CHF | 497,774 CHF | 98.66% | 98.66% |