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 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 99.70% | 99.70% |
12/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 99.58% | 99.58% |
10/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 99.46% | 99.46% |
03/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |