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% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,393 CHF | 508,393 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,720 CHF | 508,720 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,332 CHF | 508,332 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,559 CHF | 506,559 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,307 CHF | 505,307 CHF | 99.67% | 99.67% |
08/07/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,855 CHF | 506,855 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,206 CHF | 506,206 CHF | 97.13% | 97.13% |
04/07/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,081 CHF | 506,081 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,553 CHF | 505,553 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,626 CHF | 503,626 CHF | 99.99% | 99.99% |