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% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,638 CHF | 501,138 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,915 CHF | 501,415 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,288 CHF | 499,788 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,788 CHF | 499,288 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,488 CHF | 498,988 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,693 CHF | 499,193 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,334 CHF | 499,834 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,190 CHF | 498,690 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,091 CHF | 498,591 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,970 CHF | 496,470 CHF | 100.00% | 100.00% |