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 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,925 CHF | 502,425 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,285 CHF | 501,785 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,370 CHF | 502,870 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,044 CHF | 502,544 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,936 CHF | 502,436 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,707 CHF | 502,207 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,978 CHF | 502,478 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,433 CHF | 502,933 CHF | 99.46% | 99.46% |
03/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,997 CHF | 503,497 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,152 CHF | 502,652 CHF | 100.00% | 100.00% |