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% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,063 CHF | 503,063 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,179 CHF | 502,179 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.45 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,894 CHF | 501,894 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 99.35 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,358 CHF | 502,358 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,702 CHF | 501,702 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 99.35 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,980 CHF | 501,980 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,976 CHF | 500,976 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,459 CHF | 500,459 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,652 CHF | 500,652 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.95 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,449 CHF | 499,449 CHF | 99.92% | 99.92% |