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% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,630 CHF | 511,130 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,385 CHF | 510,885 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,959 CHF | 510,459 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.61 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,188 CHF | 510,688 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,496 CHF | 510,996 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,696 CHF | 511,196 CHF | 99.79% | 99.79% |
05/07/2024 | 0.49% | 101.71 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,568 CHF | 511,068 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.72 % | 102.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,614 CHF | 511,114 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,588 CHF | 511,088 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.69 % | 102.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,603 CHF | 511,103 CHF | 100.00% | 100.00% |