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% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,555 CHF | 495,055 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,442 CHF | 492,942 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,962 CHF | 489,462 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,237 CHF | 487,737 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,244 CHF | 491,744 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,580 CHF | 492,080 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,576 CHF | 493,076 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,016 CHF | 491,516 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,409 CHF | 487,909 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,249 CHF | 486,749 CHF | 99.37% | 99.37% |