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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,510 CHF | 508,510 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,478 CHF | 507,478 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,331 CHF | 507,331 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,870 CHF | 504,870 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,831 CHF | 503,831 CHF | 99.59% | 99.59% |
08/07/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,257 CHF | 505,257 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,003 CHF | 506,003 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,758 CHF | 506,758 CHF | 99.46% | 99.46% |
03/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,314 CHF | 505,314 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,722 CHF | 502,722 CHF | 100.00% | 100.00% |