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% | 100.67 % | 101.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,362 CHF | 505,862 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.67 % | 101.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,304 CHF | 505,804 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 100.66 % | 101.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,264 CHF | 505,764 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.63 % | 101.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,145 CHF | 505,645 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 100.62 % | 101.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,121 CHF | 505,621 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 100.62 % | 101.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,100 CHF | 505,600 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 100.63 % | 101.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,061 CHF | 505,561 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 505,500 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.62 % | 101.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,044 CHF | 505,544 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.58 % | 101.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,843 CHF | 505,343 CHF | 100.00% | 100.00% |