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 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 499,638 | 500,000 | 501,136 CHF | 503,999 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,000 CHF | 99.97% | 100.00% |
10/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,915 CHF | 503,415 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,566 CHF | 503,066 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,524 CHF | 503,024 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,975 CHF | 503,475 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,903 CHF | 503,403 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,830 CHF | 503,330 CHF | 100.00% | 100.00% |