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 | 0.86% | 101.00 % | 101.80 % | 500,000 | 500,000 | 445,403 | 445,403 | 451,201 CHF | 455,032 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,863 CHF | 509,863 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 498,396 | 498,396 | 504,389 CHF | 508,384 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,922 CHF | 508,922 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 100.80 % | 101.60 % | 500,000 | 500,000 | 481,176 | 481,176 | 485,282 CHF | 489,224 CHF | 99.59% | 99.59% |
08/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,736 CHF | 506,736 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,964 CHF | 503,964 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,364 CHF | 503,364 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 506,500 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 496,359 | 496,359 | 500,804 CHF | 504,793 CHF | 100.00% | 100.00% |