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 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,849 CHF | 506,849 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,108 CHF | 505,108 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,246 CHF | 504,246 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,722 CHF | 503,722 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,404 CHF | 504,404 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,090 CHF | 504,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,900 CHF | 502,900 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,002 CHF | 502,002 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,519 CHF | 500,519 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 499,949 | 500,000 | 495,943 CHF | 499,994 CHF | 100.00% | 100.00% |