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 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,620 CHF | 501,620 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,130 CHF | 500,130 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,124 CHF | 496,124 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,651 CHF | 496,651 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,957 CHF | 502,957 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,460 CHF | 500,460 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,441 CHF | 502,441 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,676 CHF | 505,676 CHF | 99.46% | 99.46% |
03/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,482 CHF | 506,482 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,416 CHF | 506,416 CHF | 99.99% | 99.99% |