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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,315 CHF | 506,315 CHF | 98.59% | 98.59% |
12/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,443 CHF | 507,443 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 507,500 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,038 CHF | 506,038 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,854 CHF | 505,854 CHF | 99.27% | 99.27% |
08/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,376 CHF | 506,376 CHF | 99.99% | 99.99% |
05/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,908 CHF | 505,908 CHF | 96.58% | 96.58% |
04/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,444 CHF | 505,444 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,314 CHF | 505,314 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,424 CHF | 505,424 CHF | 100.00% | 100.00% |