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 | 0.20% | 100.70 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,486 CHF | 504,486 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,825 CHF | 503,825 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,887 CHF | 503,887 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,539 CHF | 503,539 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,915 CHF | 503,915 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,739 CHF | 503,739 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,791 CHF | 503,791 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,992 CHF | 503,992 CHF | 99.46% | 99.46% |
03/07/2024 | 0.20% | 100.50 % | 100.70 % | 500,000 | 500,000 | 500,000 | 499,967 | 502,900 CHF | 503,867 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,608 CHF | 503,608 CHF | 100.00% | 100.00% |