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% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,012 CHF | 505,512 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,595 CHF | 505,095 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,524 CHF | 505,024 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,065 CHF | 505,565 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,258 CHF | 504,758 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,846 CHF | 505,346 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,358 CHF | 504,858 CHF | 99.46% | 99.46% |
03/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,204 CHF | 504,704 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,532 CHF | 502,032 CHF | 100.00% | 100.00% |