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% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,673 CHF | 476,033 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,504 CHF | 476,882 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,385 CHF | 481,885 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,100 CHF | 500,600 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,760 CHF | 501,260 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,365 CHF | 499,865 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,691 CHF | 498,191 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,702 CHF | 498,202 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,544 CHF | 497,044 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,096 CHF | 494,596 CHF | 99.37% | 99.37% |