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 | 0.49% | 100.41 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,038 CHF | 506,538 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.12 % | 101.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,038 CHF | 507,538 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 100.69 % | 101.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,632 CHF | 507,132 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.63 % | 101.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,803 CHF | 504,303 CHF | 94.73% | 94.73% |
09/07/2024 | 0.50% | 100.01 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,466 CHF | 502,966 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 100.16 % | 100.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,028 CHF | 503,528 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 99.56 % | 100.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,197 CHF | 500,697 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.61 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,175 CHF | 499,675 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 99.27 % | 99.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,556 CHF | 499,056 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.47 % | 99.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,022 CHF | 500,522 CHF | 100.00% | 100.00% |