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 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,914 CHF | 504,461 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,543 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,473 CHF | 505,015 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,068 CHF | 503,618 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,720 CHF | 504,270 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,197 CHF | 503,746 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,908 CHF | 502,458 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,495 CHF | 504,045 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,379 CHF | 503,929 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,011 CHF | 503,559 CHF | 100.00% | 100.00% |