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 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,000 CHF | 99.70% | 99.70% |
12/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,999 CHF | 501,999 CHF | 99.58% | 99.58% |
10/07/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,999 CHF | 501,999 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,947 CHF | 501,947 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,074 CHF | 501,074 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,589 CHF | 501,589 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,524 CHF | 501,524 CHF | 99.45% | 99.45% |
03/07/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 CHF | 501,500 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,494 CHF | 501,494 CHF | 100.00% | 100.00% |