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% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,204 CHF | 499,704 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,990 CHF | 500,490 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,572 CHF | 499,072 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,510 CHF | 497,010 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,373 CHF | 498,873 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,431 CHF | 498,931 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,664 CHF | 498,164 CHF | 96.93% | 96.93% |
04/07/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 499,858 | 496,643 CHF | 498,001 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,809 CHF | 498,309 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,406 CHF | 495,906 CHF | 100.00% | 100.00% |