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 | 0.49% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,148 CHF | 506,648 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,011 CHF | 502,511 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,156 CHF | 501,656 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,903 CHF | 498,403 CHF | 99.52% | 99.52% |
09/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,505 CHF | 499,005 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,699 CHF | 498,199 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,012 CHF | 499,512 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,278 CHF | 499,778 CHF | 99.45% | 99.45% |
03/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,646 CHF | 498,146 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,426 CHF | 495,926 CHF | 100.00% | 100.00% |