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% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,767 CHF | 507,767 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,301 CHF | 505,301 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,506 CHF | 503,506 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,283 CHF | 499,283 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,558 CHF | 497,558 CHF | 99.28% | 99.28% |
08/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,674 CHF | 501,674 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,646 CHF | 506,646 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,559 CHF | 504,559 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,422 CHF | 505,422 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,832 CHF | 506,832 CHF | 100.00% | 100.00% |