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 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,124 CHF | 503,624 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,532 CHF | 503,032 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,099 CHF | 503,599 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,013 CHF | 502,513 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,708 CHF | 503,208 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,956 CHF | 503,456 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,924 CHF | 502,424 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,007 CHF | 502,507 CHF | 99.45% | 99.45% |
03/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,942 CHF | 502,442 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,819 CHF | 500,319 CHF | 100.00% | 100.00% |