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 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,556 CHF | 499,056 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,326 CHF | 497,869 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,882 CHF | 497,424 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,028 CHF | 497,528 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,354 CHF | 498,854 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,029 CHF | 494,578 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,528 CHF | 497,078 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,997 CHF | 496,497 CHF | 99.45% | 99.45% |
03/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,472 CHF | 497,972 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,964 CHF | 497,512 CHF | 100.00% | 100.00% |