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 | 0.31% | 100.00 % | 100.31 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,172 CHF | 100,344 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,869 CHF | 502,412 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,492 CHF | 503,035 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,442 CHF | 501,992 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,337 CHF | 501,887 CHF | 99.68% | 99.68% |
08/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,234 CHF | 501,782 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,535 CHF | 501,085 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,846 CHF | 499,396 CHF | 99.46% | 99.46% |
03/07/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,882 CHF | 494,432 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 499,664 | 488,602 CHF | 489,822 CHF | 100.00% | 100.00% |