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 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,897 CHF | 502,444 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,970 CHF | 502,513 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,480 CHF | 503,980 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 499,980 | 497,005 CHF | 498,535 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 499,589 | 496,379 CHF | 497,521 CHF | 99.67% | 99.67% |
08/07/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,007 CHF | 499,555 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,841 CHF | 501,391 CHF | 97.11% | 97.11% |
04/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,920 CHF | 501,470 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,522 CHF | 502,072 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,868 CHF | 498,416 CHF | 100.00% | 100.00% |