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 | 504,417 CHF | 508,417 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,544 CHF | 502,544 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,913 CHF | 497,913 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,048 CHF | 498,048 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,603 CHF | 496,603 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,322 CHF | 497,322 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,546 CHF | 494,546 CHF | 97.13% | 97.13% |
04/07/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,716 CHF | 493,716 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,649 CHF | 499,649 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,375 CHF | 505,375 CHF | 100.00% | 100.00% |