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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,079 CHF | 501,579 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,087 CHF | 500,587 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,969 CHF | 499,469 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,364 CHF | 495,914 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,326 CHF | 497,876 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,368 CHF | 498,868 CHF | 99.99% | 99.99% |
05/07/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,691 CHF | 497,191 CHF | 97.13% | 97.13% |
04/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,113 CHF | 497,613 CHF | 99.45% | 99.45% |
03/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,007 CHF | 494,507 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,992 CHF | 488,541 CHF | 100.00% | 100.00% |