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% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,491 CHF | 506,491 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,084 CHF | 503,084 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,080 CHF | 502,080 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,525 CHF | 497,525 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,462 CHF | 499,462 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,172 CHF | 497,172 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,209 CHF | 501,209 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,690 CHF | 498,690 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,576 CHF | 499,576 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,691 CHF | 494,691 CHF | 100.00% | 100.00% |