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% | 99.32 % | 99.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,597 CHF | 500,097 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.03 % | 100.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,376 CHF | 501,876 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 99.83 % | 100.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,334 CHF | 501,834 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.08 % | 100.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,053 CHF | 502,553 CHF | 94.73% | 94.73% |
09/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,094 CHF | 503,594 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 100.22 % | 100.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,883 CHF | 505,383 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 100.52 % | 101.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,397 CHF | 505,897 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.44 % | 100.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,717 CHF | 504,217 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 99.96 % | 100.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,117 CHF | 502,617 CHF | 80.87% | 80.87% |
02/07/2024 | 0.50% | 99.36 % | 99.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,143 CHF | 498,643 CHF | 70.72% | 70.72% |