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 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,300 CHF | 492,800 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,701 CHF | 492,201 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 499,994 | 496,805 CHF | 499,299 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,043 CHF | 500,543 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,079 CHF | 501,579 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,005 CHF | 500,505 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,261 CHF | 499,761 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,124 CHF | 500,624 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,827 CHF | 500,327 CHF | 99.33% | 99.33% |
02/07/2024 | 0.51% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,128 CHF | 495,628 CHF | 99.37% | 99.37% |