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% | 99.70 % | 100.01 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,542 CHF | 100,018 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,712 CHF | 499,255 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,294 CHF | 501,794 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,340 CHF | 497,890 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,341 CHF | 495,891 CHF | 99.67% | 99.67% |
08/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,557 CHF | 498,106 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,543 CHF | 498,093 CHF | 97.11% | 97.11% |
04/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,321 CHF | 497,871 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,418 CHF | 498,968 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,106 CHF | 494,654 CHF | 100.00% | 100.00% |