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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,738 CHF | 502,238 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,243 CHF | 501,743 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,619 CHF | 502,119 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,079 CHF | 499,579 CHF | 99.34% | 99.34% |
09/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,789 CHF | 499,289 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,545 CHF | 499,045 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,957 CHF | 498,457 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,556 CHF | 498,056 CHF | 98.55% | 98.55% |
03/07/2024 | 0.51% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,712 CHF | 496,212 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,005 CHF | 494,505 CHF | 99.38% | 99.38% |