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% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,687 CHF | 507,687 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,732 CHF | 506,732 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,130 CHF | 503,130 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,384 CHF | 499,384 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,448 CHF | 500,448 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,450 CHF | 500,450 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,935 CHF | 499,935 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,662 CHF | 498,662 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,522 CHF | 495,522 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,352 CHF | 489,352 CHF | 100.00% | 100.00% |