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 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,099 CHF | 507,099 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,957 CHF | 507,957 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,034 CHF | 508,034 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,671 CHF | 508,671 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,972 CHF | 507,972 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,908 CHF | 508,908 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,147 CHF | 507,147 CHF | 97.13% | 97.13% |
04/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,316 CHF | 506,316 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,556 CHF | 506,556 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,044 CHF | 507,044 CHF | 100.00% | 100.00% |