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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,922 CHF | 502,422 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,834 CHF | 503,334 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,154 CHF | 491,654 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,273 CHF | 489,773 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,238 CHF | 491,738 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,120 CHF | 491,620 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,612 CHF | 492,112 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,224 CHF | 490,724 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,639 CHF | 490,139 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,232 CHF | 491,732 CHF | 99.38% | 99.38% |