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% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,633 CHF | 504,633 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,120 CHF | 505,120 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,833 CHF | 504,833 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,190 CHF | 504,190 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,287 CHF | 504,287 CHF | 99.28% | 99.28% |
08/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,076 CHF | 504,076 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,931 CHF | 502,931 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,186 CHF | 504,186 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,709 CHF | 503,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,561 CHF | 501,561 CHF | 100.00% | 100.00% |