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% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,364 CHF | 495,912 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,326 CHF | 497,869 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,897 CHF | 500,439 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,066 CHF | 499,616 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,623 CHF | 499,173 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,742 CHF | 498,290 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,059 CHF | 501,609 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,406 CHF | 502,956 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,713 CHF | 504,263 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,417 CHF | 501,966 CHF | 100.00% | 100.00% |