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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,668 CHF | 504,168 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,154 CHF | 502,654 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,102 CHF | 502,602 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,084 CHF | 501,584 CHF | 99.37% | 99.37% |
09/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,545 CHF | 502,045 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,704 CHF | 502,204 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,710 CHF | 502,210 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,465 CHF | 501,965 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,294 CHF | 501,794 CHF | 99.33% | 99.33% |
02/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,964 CHF | 500,464 CHF | 99.38% | 99.38% |