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 | 498,696 CHF | 501,196 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,782 CHF | 501,282 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,757 CHF | 500,257 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,918 CHF | 499,418 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,409 CHF | 498,909 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,674 CHF | 499,174 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,084 CHF | 497,584 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,854 CHF | 497,354 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,365 CHF | 497,865 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,217 CHF | 495,717 CHF | 99.37% | 99.37% |