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% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,303 CHF | 500,803 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.26 % | 100.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,707 CHF | 502,207 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 99.34 % | 99.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,119 CHF | 499,619 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.76 % | 100.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,733 CHF | 500,233 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.71 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,069 CHF | 501,569 CHF | 97.76% | 97.76% |
08/07/2024 | 0.50% | 99.81 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,502 CHF | 505,002 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 100.18 % | 100.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,256 CHF | 504,756 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.78 % | 101.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,145 CHF | 505,645 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.07 % | 100.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,337 CHF | 502,837 CHF | 99.98% | 99.98% |
02/07/2024 | 0.50% | 99.69 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,487 CHF | 499,987 CHF | 99.99% | 99.99% |