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 | 0.23% | 99.09 % | 99.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,757 CHF | 496,909 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 99.29 % | 99.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,318 CHF | 497,475 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 99.29 % | 99.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,424 CHF | 497,582 CHF | 100.00% | 100.00% |
10/07/2024 | 0.23% | 99.19 % | 99.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,239 CHF | 497,389 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 99.29 % | 99.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,770 CHF | 497,920 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 99.29 % | 99.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,481 CHF | 497,633 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 99.19 % | 99.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,286 CHF | 497,436 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 99.19 % | 99.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,327 CHF | 497,477 CHF | 99.45% | 99.45% |
03/07/2024 | 0.23% | 99.19 % | 99.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,254 CHF | 497,404 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 99.09 % | 99.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,440 CHF | 496,591 CHF | 100.00% | 100.00% |