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% | 100.87 % | 101.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,334 CHF | 506,834 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,141 CHF | 506,641 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 100.73 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,517 CHF | 501,017 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.64 % | 99.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,801 CHF | 496,301 CHF | 94.73% | 94.73% |
09/07/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,691 CHF | 499,191 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 99.36 % | 99.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,099 CHF | 500,599 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 99.82 % | 100.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,877 CHF | 501,377 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.52 % | 100.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,742 CHF | 500,242 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 98.67 % | 99.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,922 CHF | 494,422 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.26 % | 98.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,818 CHF | 493,318 CHF | 99.99% | 99.99% |