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% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,935 CHF | 513,435 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,113 CHF | 513,613 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,164 CHF | 513,664 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 CHF | 512,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,056 CHF | 512,556 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,482 CHF | 512,982 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,149 CHF | 513,649 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,576 CHF | 512,076 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,612 CHF | 513,112 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,584 CHF | 511,084 CHF | 100.00% | 100.00% |