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 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,481 CHF | 502,981 CHF | 99.99% | 99.99% |
12/07/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,133 CHF | 503,633 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,513 CHF | 501,013 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,197 CHF | 497,697 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,996 CHF | 498,496 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,454 CHF | 498,954 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,498 CHF | 499,998 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,200 CHF | 499,700 CHF | 99.46% | 99.46% |
03/07/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,917 CHF | 496,417 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,830 CHF | 497,330 CHF | 100.00% | 100.00% |