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% | 100.49 % | 100.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,401 CHF | 504,901 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.47 % | 100.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,351 CHF | 504,851 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 100.47 % | 100.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,278 CHF | 504,778 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.44 % | 100.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,214 CHF | 504,714 CHF | 94.73% | 94.73% |
09/07/2024 | 0.50% | 100.42 % | 100.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,109 CHF | 504,609 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 100.42 % | 100.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,076 CHF | 504,576 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 100.43 % | 100.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,108 CHF | 504,608 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.41 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,050 CHF | 504,550 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.39 % | 100.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,871 CHF | 504,371 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.37 % | 100.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,863 CHF | 504,363 CHF | 100.00% | 100.00% |