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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,692 CHF | 505,192 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,117 CHF | 505,617 CHF | 90.84% | 90.84% |
11/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,356 CHF | 503,856 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,756 CHF | 503,256 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,355 CHF | 503,855 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,398 CHF | 503,898 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,824 CHF | 504,324 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,717 CHF | 503,217 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,286 CHF | 502,786 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,560 CHF | 501,060 CHF | 99.38% | 99.38% |