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 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,925 CHF | 502,925 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,440 CHF | 502,440 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,293 CHF | 500,293 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,435 CHF | 499,435 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,885 CHF | 498,885 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,048 CHF | 500,048 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,813 CHF | 499,813 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,639 CHF | 499,639 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,175 CHF | 498,175 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,605 CHF | 494,605 CHF | 100.00% | 100.00% |