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% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,845 CHF | 510,845 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,433 CHF | 508,433 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,922 CHF | 506,922 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,947 CHF | 502,947 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,784 CHF | 500,784 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 499,900 | 493,437 CHF | 497,338 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,120 CHF | 501,120 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,212 CHF | 504,212 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,436 CHF | 506,436 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,823 CHF | 506,823 CHF | 100.00% | 100.00% |