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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,377 CHF | 514,377 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,576 CHF | 513,576 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,241 CHF | 511,241 CHF | 99.99% | 99.99% |
10/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,864 CHF | 512,864 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,002 CHF | 510,002 CHF | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,188 CHF | 508,188 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,922 CHF | 504,922 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,920 CHF | 501,920 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,605 CHF | 503,605 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,697 CHF | 505,697 CHF | 100.00% | 100.00% |