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% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,742 CHF | 506,242 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,543 CHF | 503,043 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,231 CHF | 500,731 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,196 CHF | 497,696 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,166 CHF | 498,666 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,381 CHF | 497,881 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,748 CHF | 499,248 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,898 CHF | 499,398 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,956 CHF | 498,456 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,949 CHF | 495,449 CHF | 98.67% | 98.67% |