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 | 100,000 | 500,000 | 100,000 | 497,500 CHF | 100,300 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,500 CHF | 100,300 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,500 CHF | 100,300 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,000 CHF | 100,400 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,000 CHF | 100,400 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,500 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,500 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,600 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,600 CHF | 100.00% | 100.00% |