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 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,727 CHF | 502,727 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,849 CHF | 504,849 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,495 CHF | 507,495 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,574 CHF | 506,574 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,158 CHF | 509,158 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,242 CHF | 509,242 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,264 CHF | 510,264 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,660 CHF | 501,660 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,923 CHF | 499,923 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 499,998 | 490,264 CHF | 494,262 CHF | 100.00% | 100.00% |