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% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,287 CHF | 506,287 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,865 CHF | 506,865 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,982 CHF | 505,982 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,309 CHF | 505,309 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,514 CHF | 505,514 CHF | 99.59% | 99.59% |
08/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,553 CHF | 506,553 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,461 CHF | 508,461 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,930 CHF | 508,930 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,056 CHF | 507,056 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,498 CHF | 505,498 CHF | 100.00% | 100.00% |