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% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,262 CHF | 505,262 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,861 CHF | 504,861 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,038 CHF | 504,038 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,583 CHF | 500,583 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,570 CHF | 501,570 CHF | 99.58% | 99.58% |
08/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,920 CHF | 500,920 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,942 CHF | 500,942 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,215 CHF | 501,215 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,658 CHF | 500,658 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,680 CHF | 496,680 CHF | 99.99% | 99.99% |