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% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,640 CHF | 506,140 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,549 CHF | 505,049 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,292 CHF | 503,792 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,780 CHF | 501,280 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,278 CHF | 500,778 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,238 CHF | 499,738 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,718 CHF | 501,218 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,546 CHF | 499,046 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,283 CHF | 502,783 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,056 CHF | 503,556 CHF | 99.38% | 99.38% |