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% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,590 CHF | 505,090 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,705 CHF | 504,205 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,171 CHF | 503,671 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,201 CHF | 503,701 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,855 CHF | 503,355 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,480 CHF | 502,980 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,734 CHF | 503,234 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,011 CHF | 503,511 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,318 CHF | 503,818 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,811 CHF | 504,311 CHF | 98.66% | 98.66% |