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% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,204 CHF | 504,704 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,140 CHF | 503,640 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,977 CHF | 502,477 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,366 CHF | 502,866 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,748 CHF | 503,248 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,213 CHF | 503,713 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,190 CHF | 503,690 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,019 CHF | 502,519 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,100 CHF | 500,600 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,018 CHF | 498,518 CHF | 98.67% | 98.67% |