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% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,494 CHF | 500,994 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,241 CHF | 499,741 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,955 CHF | 497,455 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,759 CHF | 494,259 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,495 CHF | 496,995 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,258 CHF | 496,758 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,151 CHF | 494,651 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,590 CHF | 494,090 CHF | 98.55% | 98.55% |
03/07/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,096 CHF | 490,596 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,463 CHF | 485,963 CHF | 99.37% | 99.37% |