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% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,983 CHF | 498,483 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,397 CHF | 497,897 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,586 CHF | 499,086 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,084 CHF | 498,584 CHF | 99.37% | 99.37% |
09/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,835 CHF | 498,335 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,334 CHF | 495,834 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,637 CHF | 498,137 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,889 CHF | 500,389 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,361 CHF | 498,861 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,020 CHF | 498,520 CHF | 99.37% | 99.37% |