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% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,246 CHF | 500,746 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,328 CHF | 499,828 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,233 CHF | 501,733 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,684 CHF | 501,184 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,933 CHF | 496,433 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,642 CHF | 501,142 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,323 CHF | 502,823 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,985 CHF | 503,485 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,949 CHF | 502,449 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,011 CHF | 496,511 CHF | 100.00% | 100.00% |