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% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,010 CHF | 506,010 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,728 CHF | 507,728 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,615 CHF | 506,615 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,970 CHF | 502,970 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,110 CHF | 504,110 CHF | 99.58% | 99.58% |
08/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,035 CHF | 503,035 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,902 CHF | 502,902 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,857 CHF | 501,857 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,691 CHF | 498,691 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,625 CHF | 492,625 CHF | 100.00% | 100.00% |