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% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,670 CHF | 502,670 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,555 CHF | 504,555 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,761 CHF | 505,761 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,094 CHF | 504,094 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,327 CHF | 502,327 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,045 CHF | 500,045 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,207 CHF | 502,207 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,551 CHF | 504,551 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,767 CHF | 503,767 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,405 CHF | 500,405 CHF | 100.00% | 100.00% |