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 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,033 CHF | 504,033 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,789 CHF | 504,789 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,937 CHF | 503,937 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,759 CHF | 502,759 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,362 CHF | 503,362 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,377 CHF | 503,377 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,848 CHF | 500,848 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,181 CHF | 503,181 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,460 CHF | 500,460 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,022 CHF | 499,022 CHF | 100.00% | 100.00% |