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% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,891 CHF | 502,891 CHF | 99.70% | 99.70% |
12/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,204 CHF | 500,204 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,079 CHF | 503,079 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,702 CHF | 504,702 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,904 CHF | 506,904 CHF | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,947 CHF | 505,947 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,290 CHF | 501,290 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,001 CHF | 503,001 CHF | 99.38% | 99.38% |
03/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,199 CHF | 505,199 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,703 CHF | 504,703 CHF | 100.00% | 100.00% |