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% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,505 CHF | 507,505 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,029 CHF | 506,029 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,007 CHF | 506,007 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,905 CHF | 502,905 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,076 CHF | 502,076 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,413 CHF | 503,413 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,976 CHF | 504,976 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,540 CHF | 505,540 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,467 CHF | 503,467 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,352 CHF | 500,352 CHF | 100.00% | 100.00% |