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 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,213 CHF | 500,760 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,982 CHF | 501,525 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,055 CHF | 499,598 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,284 CHF | 500,834 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,043 CHF | 503,593 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,372 CHF | 499,920 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,287 CHF | 493,837 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,030 CHF | 495,580 CHF | 99.46% | 99.46% |
03/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,389 CHF | 496,939 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,199 CHF | 497,748 CHF | 100.00% | 100.00% |