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 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,425 CHF | 496,925 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,740 CHF | 499,240 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,906 CHF | 499,406 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,702 CHF | 503,202 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,581 CHF | 503,081 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,901 CHF | 502,401 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,590 CHF | 502,090 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,352 CHF | 501,852 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,902 CHF | 500,402 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,513 CHF | 500,013 CHF | 100.00% | 100.00% |