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 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,300 CHF | 497,300 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,693 CHF | 496,693 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,378 CHF | 497,378 CHF | 100.00% | 100.00% |
10/07/2024 | 0.40% | 98.90 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,394 CHF | 497,394 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 99.20 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,706 CHF | 497,706 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,345 CHF | 497,345 CHF | 96.64% | 96.64% |
05/07/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,522 CHF | 497,522 CHF | 97.13% | 97.13% |
04/07/2024 | 0.40% | 99.20 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,885 CHF | 497,885 CHF | 99.46% | 99.46% |
03/07/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 CHF | 497,500 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,191 CHF | 497,191 CHF | 100.00% | 100.00% |