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% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,250 CHF | 506,750 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,250 CHF | 506,750 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,483 CHF | 506,983 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,746 CHF | 507,246 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,750 CHF | 507,250 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,750 CHF | 507,250 CHF | 99.34% | 99.34% |
05/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,974 CHF | 507,474 CHF | 99.37% | 99.37% |
04/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 507,500 CHF | 99.37% | 99.37% |
03/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,250 CHF | 507,750 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,250 CHF | 507,750 CHF | 99.37% | 99.37% |