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 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,091 CHF | 504,591 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,298 CHF | 503,798 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,133 CHF | 503,633 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,156 CHF | 505,656 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,527 CHF | 507,027 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,212 CHF | 505,712 CHF | 96.64% | 96.64% |
05/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,576 CHF | 507,076 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,479 CHF | 507,979 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,832 CHF | 508,332 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,834 CHF | 507,334 CHF | 100.00% | 100.00% |