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 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,132 CHF | 499,632 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,177 CHF | 500,677 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,626 CHF | 498,126 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,118 CHF | 496,618 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,200 CHF | 494,700 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,451 CHF | 498,951 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,115 CHF | 501,615 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,754 CHF | 502,254 CHF | 99.45% | 99.45% |
03/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,755 CHF | 502,255 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,068 CHF | 498,568 CHF | 100.00% | 100.00% |