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% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,788 CHF | 501,788 CHF | 98.59% | 98.59% |
12/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,385 CHF | 502,385 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,336 CHF | 502,336 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,075 CHF | 501,075 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,029 CHF | 501,029 CHF | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,724 CHF | 500,724 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,337 CHF | 501,337 CHF | 96.58% | 96.58% |
04/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,356 CHF | 500,356 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,676 CHF | 500,676 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,606 CHF | 501,606 CHF | 100.00% | 100.00% |