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% | 99.74 % | 100.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,903 CHF | 502,903 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.73 % | 100.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,489 CHF | 502,489 CHF | 78.49% | 78.49% |
11/07/2024 | 0.80% | 99.65 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,906 CHF | 501,906 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.49 % | 100.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,258 CHF | 501,258 CHF | 94.72% | 94.72% |
09/07/2024 | 0.80% | 99.39 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,145 CHF | 501,145 CHF | 97.75% | 97.75% |
08/07/2024 | 0.80% | 99.41 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,936 CHF | 500,936 CHF | 99.79% | 99.79% |
05/07/2024 | 0.80% | 99.36 % | 100.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,834 CHF | 500,834 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.32 % | 100.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,509 CHF | 500,509 CHF | 98.27% | 98.27% |
03/07/2024 | 0.80% | 99.36 % | 100.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,308 CHF | 500,308 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.29 % | 100.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,425 CHF | 500,425 CHF | 100.00% | 100.00% |