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% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,411 CHF | 500,911 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,699 CHF | 500,199 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,425 CHF | 499,925 CHF | 99.99% | 99.99% |
10/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,060 CHF | 501,560 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,146 CHF | 502,646 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,345 CHF | 501,845 CHF | 96.64% | 96.64% |
05/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,052 CHF | 502,552 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,889 CHF | 503,389 CHF | 99.46% | 99.46% |
03/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,028 CHF | 503,528 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,087 CHF | 502,587 CHF | 100.00% | 100.00% |