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% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,083 CHF | 504,583 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,569 CHF | 504,069 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,209 CHF | 504,709 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,871 CHF | 504,371 CHF | 99.37% | 99.37% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,535 CHF | 504,035 CHF | 99.36% | 99.36% |
08/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,519 CHF | 502,019 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,042 CHF | 503,542 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,053 CHF | 504,553 CHF | 99.37% | 99.37% |
03/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,947 CHF | 503,447 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,727 CHF | 503,227 CHF | 99.37% | 99.37% |