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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,590 CHF | 509,090 CHF | 99.99% | 99.99% |
12/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,447 CHF | 508,947 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,431 CHF | 508,931 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,384 CHF | 508,884 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,025 CHF | 509,525 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,630 CHF | 509,130 CHF | 96.64% | 96.64% |
05/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,059 CHF | 509,559 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 510,000 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 510,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,438 CHF | 509,938 CHF | 100.00% | 100.00% |