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% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,993 CHF | 501,993 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,786 CHF | 501,786 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,811 CHF | 502,811 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,529 CHF | 502,529 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,045 CHF | 502,045 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,388 CHF | 501,388 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,153 CHF | 502,153 CHF | 97.13% | 97.13% |
04/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,917 CHF | 502,917 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,459 CHF | 503,459 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,905 CHF | 501,905 CHF | 100.00% | 100.00% |