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% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,752 CHF | 502,300 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,043 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,803 CHF | 502,346 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,550 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,550 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,548 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,550 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,550 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,550 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,548 CHF | 100.00% | 100.00% |