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 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,709 CHF | 505,209 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,906 CHF | 506,406 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,240 CHF | 505,740 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,354 CHF | 504,854 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,746 CHF | 502,246 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,460 CHF | 500,960 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,082 CHF | 500,582 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,871 CHF | 500,371 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,643 CHF | 499,143 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,598 CHF | 500,098 CHF | 98.67% | 98.67% |