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 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,810 CHF | 502,310 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,650 CHF | 506,150 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,078 CHF | 505,578 CHF | 99.93% | 99.93% |
10/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,217 CHF | 502,717 CHF | 99.97% | 99.97% |
09/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,097 CHF | 499,597 CHF | 99.64% | 99.64% |
08/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,674 CHF | 502,174 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,900 CHF | 502,400 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,136 CHF | 503,636 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,729 CHF | 501,229 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,835 CHF | 498,335 CHF | 99.97% | 99.97% |