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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,173 CHF | 499,673 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,426 CHF | 498,926 CHF | 90.89% | 90.89% |
11/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,899 CHF | 498,399 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,582 CHF | 499,082 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,562 CHF | 500,062 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,150 CHF | 498,650 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,195 CHF | 498,695 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,000 CHF | 495,500 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,861 CHF | 496,361 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,195 CHF | 495,695 CHF | 99.38% | 99.38% |