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 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,501 CHF | 499,001 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,347 CHF | 498,847 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,618 CHF | 501,118 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,924 CHF | 501,424 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,328 CHF | 499,828 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,533 CHF | 499,033 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,736 CHF | 498,236 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,294 CHF | 496,794 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,012 CHF | 497,512 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,316 CHF | 493,816 CHF | 100.00% | 100.00% |