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% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,461 CHF | 489,961 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,862 CHF | 490,362 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,380 CHF | 496,880 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,328 CHF | 494,828 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,733 CHF | 500,233 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,035 CHF | 501,535 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,979 CHF | 499,479 CHF | 99.36% | 99.36% |
04/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,341 CHF | 499,841 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,189 CHF | 498,689 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,197 CHF | 495,697 CHF | 98.67% | 98.67% |