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% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,665 CHF | 505,165 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,665 CHF | 505,165 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,388 CHF | 504,888 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,438 CHF | 504,938 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,054 CHF | 505,554 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,479 CHF | 505,979 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,139 CHF | 506,639 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,580 CHF | 506,080 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,854 CHF | 500,354 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,377 CHF | 497,877 CHF | 98.66% | 98.66% |