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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,099 CHF | 505,099 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,146 CHF | 505,146 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,214 CHF | 500,214 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,644 CHF | 497,644 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,100 CHF | 498,100 CHF | 99.27% | 99.27% |
08/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,686 CHF | 498,686 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,293 CHF | 499,293 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,905 CHF | 497,905 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,862 CHF | 495,862 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,484 CHF | 490,484 CHF | 100.00% | 100.00% |