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% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,027 CHF | 505,527 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,732 CHF | 505,232 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,578 CHF | 505,078 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,868 CHF | 504,368 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,716 CHF | 505,216 CHF | 67.68% | 67.68% |
08/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,748 CHF | 503,248 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,617 CHF | 503,117 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,430 CHF | 501,930 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,876 CHF | 499,376 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,051 CHF | 495,551 CHF | 99.38% | 99.38% |