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 | 0.99% | 100.20 % | 101.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,000 CHF | 101,200 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 CHF | 101,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,100 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,065 CHF | 100,813 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,734 CHF | 100,747 CHF | 99.59% | 99.59% |
08/07/2024 | 0.91% | 99.50 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,141 CHF | 100,334 CHF | 99.17% | 99.17% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,217 CHF | 100,243 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 467,580 | 100,000 | 464,906 CHF | 100,226 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,999 CHF | 100,400 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,318 CHF | 100,064 CHF | 100.00% | 100.00% |