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% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,146 CHF | 491,646 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,794 CHF | 492,294 CHF | 90.89% | 90.89% |
11/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,886 CHF | 490,386 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,664 CHF | 488,164 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,646 CHF | 491,146 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,626 CHF | 492,126 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,504 CHF | 495,004 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,385 CHF | 493,885 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,157 CHF | 493,657 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,272 CHF | 491,772 CHF | 99.38% | 99.38% |