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 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,561 CHF | 506,561 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,321 CHF | 504,321 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,470 CHF | 503,470 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,581 CHF | 501,581 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,991 CHF | 502,991 CHF | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,032 CHF | 502,032 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,412 CHF | 502,412 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,300 CHF | 501,300 CHF | 99.45% | 99.45% |
03/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,278 CHF | 500,278 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,925 CHF | 497,925 CHF | 100.00% | 100.00% |