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 | 0.80% | 100.22 % | 101.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,116 CHF | 505,116 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.13 % | 100.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,442 CHF | 504,442 CHF | 78.49% | 78.49% |
11/07/2024 | 0.80% | 100.04 % | 100.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,819 CHF | 503,819 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.83 % | 100.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,966 CHF | 502,966 CHF | 94.72% | 94.72% |
09/07/2024 | 0.80% | 99.72 % | 100.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,744 CHF | 502,744 CHF | 97.74% | 97.74% |
08/07/2024 | 0.80% | 99.74 % | 100.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,522 CHF | 502,522 CHF | 99.79% | 99.79% |
05/07/2024 | 0.80% | 99.68 % | 100.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,421 CHF | 502,421 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.64 % | 100.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,040 CHF | 502,040 CHF | 98.27% | 98.27% |
03/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,070 CHF | 502,070 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.65 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,273 CHF | 502,273 CHF | 100.00% | 100.00% |