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% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,436 CHF | 498,936 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,830 CHF | 497,330 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,563 CHF | 497,063 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,802 CHF | 496,302 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,301 CHF | 496,801 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,656 CHF | 496,156 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,608 CHF | 496,108 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,166 CHF | 495,666 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,656 CHF | 496,156 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,392 CHF | 494,892 CHF | 100.00% | 100.00% |