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 | 498,467 CHF | 502,467 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,475 CHF | 501,475 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,822 CHF | 501,822 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,868 CHF | 499,868 CHF | 99.52% | 99.52% |
09/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,115 CHF | 500,115 CHF | 100.00% | 100.00% |
08/07/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,678 CHF | 499,678 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,320 CHF | 498,320 CHF | 97.13% | 97.13% |
04/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,416 CHF | 499,416 CHF | 99.46% | 99.46% |
03/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,393 CHF | 499,393 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,438 CHF | 498,438 CHF | 100.00% | 100.00% |