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% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,866 CHF | 504,366 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,666 CHF | 505,166 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,278 CHF | 505,778 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,410 CHF | 504,910 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,864 CHF | 506,364 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,552 CHF | 507,052 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,449 CHF | 503,949 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,060 CHF | 502,560 CHF | 99.37% | 99.37% |
03/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,589 CHF | 502,089 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,622 CHF | 501,122 CHF | 99.38% | 99.38% |