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% | 100.60 % | 100.91 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,000 CHF | 100,910 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 505,043 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 505,042 CHF | 99.36% | 99.36% |
10/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 505,050 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,548 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 99.20% | 99.20% |
03/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 506,548 CHF | 100.00% | 100.00% |