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 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,813 CHF | 510,813 CHF | 98.59% | 98.59% |
12/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,980 CHF | 511,980 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,353 CHF | 512,353 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,556 CHF | 510,556 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,028 CHF | 508,028 CHF | 99.27% | 99.27% |
08/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 499,919 | 501,023 CHF | 505,941 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,226 CHF | 505,226 CHF | 96.58% | 96.58% |
04/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,468 CHF | 505,468 CHF | 99.46% | 99.46% |
03/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,970 CHF | 504,970 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,052 CHF | 505,052 CHF | 100.00% | 100.00% |