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 | 498,439 CHF | 499,939 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,925 CHF | 500,425 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,590 CHF | 500,090 CHF | 99.99% | 99.99% |
10/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,380 CHF | 498,880 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,368 CHF | 497,868 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,105 CHF | 499,605 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,586 CHF | 499,086 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,651 CHF | 498,151 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,935 CHF | 496,435 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,294 CHF | 497,794 CHF | 100.00% | 100.00% |