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 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,261 CHF | 502,761 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,304 CHF | 501,804 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,585 CHF | 498,085 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,905 CHF | 495,405 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,678 CHF | 498,178 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,114 CHF | 497,614 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,693 CHF | 497,193 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,811 CHF | 496,311 CHF | 99.45% | 99.45% |
03/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,172 CHF | 491,672 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,792 CHF | 488,292 CHF | 100.00% | 100.00% |