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% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,144 CHF | 501,644 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,810 CHF | 501,310 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,524 CHF | 501,024 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,764 CHF | 500,264 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,138 CHF | 502,638 CHF | 99.68% | 99.68% |
08/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,340 CHF | 502,840 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,269 CHF | 501,769 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,726 CHF | 501,226 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,438 CHF | 498,938 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,583 CHF | 497,083 CHF | 100.00% | 100.00% |