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 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,000 CHF | 100.00% | 100.00% |
10/07/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 498,937 | 498,937 | 499,684 CHF | 500,683 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,021 CHF | 502,021 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,135 CHF | 502,135 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,644 CHF | 501,644 CHF | 99.46% | 99.46% |
03/07/2024 | 0.20% | 100.20 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,500 CHF | 100.00% | 100.00% |