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 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,594 CHF | 509,594 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,705 CHF | 503,705 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,714 CHF | 500,714 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,526 CHF | 500,526 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 499,966 | 495,767 CHF | 499,733 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,995 CHF | 499,995 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,004 CHF | 500,004 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,019 CHF | 498,019 CHF | 99.46% | 99.46% |
03/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,061 CHF | 498,061 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,422 CHF | 494,422 CHF | 100.00% | 100.00% |