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% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,585 CHF | 502,085 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,168 CHF | 499,668 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,740 CHF | 499,240 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,994 CHF | 501,494 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,345 CHF | 503,845 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,984 CHF | 503,484 CHF | 96.64% | 96.64% |
05/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,060 CHF | 504,560 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,608 CHF | 506,108 CHF | 99.45% | 99.45% |
03/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,881 CHF | 505,381 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,796 CHF | 505,296 CHF | 100.00% | 100.00% |