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 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 513,000 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 CHF | 512,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 512,500 CHF | 100.00% | 100.00% |
10/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,951 CHF | 510,951 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 484,261 | 505,500 CHF | 494,431 CHF | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 CHF | 512,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,690 CHF | 511,690 CHF | 100.00% | 100.00% |
04/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,501 CHF | 511,501 CHF | 99.46% | 99.46% |
03/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 CHF | 512,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,332 CHF | 511,332 CHF | 100.00% | 100.00% |