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 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,382 CHF | 505,382 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,661 CHF | 505,661 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,072 CHF | 505,072 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,228 CHF | 504,228 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,347 CHF | 504,347 CHF | 99.59% | 99.59% |
08/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,922 CHF | 505,922 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,330 CHF | 506,330 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,256 CHF | 505,256 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,279 CHF | 502,279 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,194 CHF | 499,194 CHF | 100.00% | 100.00% |