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 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,428 CHF | 505,928 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,879 CHF | 506,379 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,307 CHF | 505,807 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,402 CHF | 505,902 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,618 CHF | 506,118 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,096 CHF | 506,596 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,104 CHF | 506,604 CHF | 99.37% | 99.37% |
04/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,261 CHF | 506,761 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,884 CHF | 507,384 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 499,997 | 500,000 | 504,151 CHF | 506,654 CHF | 99.37% | 99.37% |