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% | 99.80 % | 100.11 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,435 CHF | 100,197 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,763 CHF | 499,306 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,787 CHF | 498,329 CHF | 99.93% | 99.93% |
10/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,773 CHF | 497,323 CHF | 99.97% | 99.97% |
09/07/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,689 CHF | 496,239 CHF | 99.64% | 99.64% |
08/07/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,582 CHF | 496,131 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,675 CHF | 494,225 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,714 CHF | 495,264 CHF | 99.46% | 99.46% |
03/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,064 CHF | 494,614 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,159 CHF | 491,708 CHF | 99.97% | 99.97% |