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% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,771 CHF | 503,271 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,806 CHF | 503,306 CHF | 90.89% | 90.89% |
11/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,184 CHF | 501,684 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,753 CHF | 499,253 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,661 CHF | 501,161 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,808 CHF | 500,308 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,485 CHF | 500,985 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,850 CHF | 500,350 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 499,890 | 497,101 CHF | 499,491 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,442 CHF | 496,942 CHF | 99.37% | 99.37% |