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 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,172 CHF | 503,172 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,299 CHF | 506,299 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,277 CHF | 509,277 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,193 CHF | 505,193 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,558 CHF | 502,558 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,448 CHF | 500,448 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,970 CHF | 504,970 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,776 CHF | 506,776 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,257 CHF | 507,257 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,930 CHF | 506,930 CHF | 100.00% | 100.00% |