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% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,279 CHF | 502,279 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,624 CHF | 501,624 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,583 CHF | 501,583 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,102 CHF | 500,102 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,351 CHF | 499,351 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,739 CHF | 499,739 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,512 CHF | 496,512 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,037 CHF | 500,037 CHF | 99.46% | 99.46% |
03/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,449 CHF | 499,449 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,825 CHF | 497,825 CHF | 100.00% | 100.00% |