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% | 100.16 % | 100.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,948 CHF | 504,448 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.38 % | 100.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,177 CHF | 504,677 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 100.52 % | 101.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,512 CHF | 504,012 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,548 CHF | 502,048 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.83 % | 100.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,217 CHF | 502,717 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 99.69 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,264 CHF | 500,764 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.57 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,873 CHF | 500,373 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.66 % | 100.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,829 CHF | 500,329 CHF | 98.27% | 98.27% |
03/07/2024 | 0.50% | 99.29 % | 99.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,176 CHF | 498,676 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.77 % | 99.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,115 CHF | 494,615 CHF | 100.00% | 100.00% |