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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,734 CHF | 504,234 CHF | 99.99% | 99.99% |
12/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,724 CHF | 502,224 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,194 CHF | 501,694 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,111 CHF | 503,611 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,962 CHF | 505,462 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,231 CHF | 504,731 CHF | 96.64% | 96.64% |
05/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,139 CHF | 505,639 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,404 CHF | 506,904 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,535 CHF | 507,035 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,054 CHF | 506,554 CHF | 100.00% | 100.00% |