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% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,447 CHF | 499,947 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,286 CHF | 500,786 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,730 CHF | 501,230 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,127 CHF | 500,627 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,065 CHF | 501,565 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,528 CHF | 502,028 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,237 CHF | 499,737 CHF | 99.37% | 99.37% |
04/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,802 CHF | 499,302 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 499,989 | 496,526 CHF | 499,015 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,504 CHF | 499,004 CHF | 99.37% | 99.37% |