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 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,501 CHF | 501,501 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,034 CHF | 502,034 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,075 CHF | 501,075 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,020 CHF | 500,020 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,320 CHF | 499,320 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,671 CHF | 500,671 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,180 CHF | 499,180 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,845 CHF | 500,845 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,339 CHF | 500,339 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,574 CHF | 496,574 CHF | 100.00% | 100.00% |