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 | 1.00% | 99.10 % | 100.10 % | 500,000 | 100,000 | 499,925 | 100,000 | 495,443 CHF | 100,103 CHF | 99.99% | 99.99% |
12/07/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,789 CHF | 100,558 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,492 CHF | 100,498 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,915 CHF | 100,383 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,088 CHF | 100,418 CHF | 99.27% | 99.27% |
08/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,333 CHF | 100,467 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,615 CHF | 100,523 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,668 CHF | 100,334 CHF | 99.45% | 99.45% |
03/07/2024 | 1.00% | 99.45 % | 100.45 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,876 CHF | 100,375 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.65 % | 99.65 % | 500,000 | 100,000 | 500,000 | 99,995 | 491,114 CHF | 99,218 CHF | 99.77% | 99.77% |