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 | 0.49% | 101.36 % | 101.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,745 CHF | 508,245 CHF | 82.16% | 82.16% |
12/07/2024 | 0.49% | 101.53 % | 102.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,281 CHF | 507,781 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.64 % | 102.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,734 CHF | 512,234 CHF | 99.96% | 99.96% |
10/07/2024 | 0.49% | 101.71 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,840 CHF | 513,340 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.66 % | 102.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,041 CHF | 513,541 CHF | 97.76% | 97.76% |
08/07/2024 | 0.49% | 102.36 % | 102.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,604 CHF | 516,104 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.53 % | 102.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,121 CHF | 510,621 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,507 CHF | 508,007 CHF | 98.25% | 98.25% |
03/07/2024 | 0.49% | 101.83 % | 102.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,250 CHF | 508,750 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.19 % | 100.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,040 CHF | 501,540 CHF | 96.89% | 96.89% |