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% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,902 CHF | 490,402 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,758 CHF | 493,258 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,070 CHF | 492,570 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,601 CHF | 492,101 CHF | 99.37% | 99.37% |
09/07/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,045 CHF | 489,545 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,153 CHF | 487,653 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,234 CHF | 487,734 CHF | 99.39% | 99.39% |
04/07/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,113 CHF | 488,613 CHF | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,141 CHF | 488,641 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,953 CHF | 489,453 CHF | 99.37% | 99.37% |