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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,875 CHF | 504,375 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,335 CHF | 503,835 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,362 CHF | 503,862 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,201 CHF | 503,701 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,057 CHF | 503,557 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,047 CHF | 503,547 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,464 CHF | 503,964 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,376 CHF | 502,876 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,211 CHF | 503,711 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,897 CHF | 503,397 CHF | 100.00% | 100.00% |