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% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,506 CHF | 508,006 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,452 CHF | 507,952 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 507,500 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,026 CHF | 507,526 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,204 CHF | 507,704 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,208 CHF | 507,708 CHF | 99.34% | 99.34% |
05/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,250 CHF | 507,750 CHF | 99.37% | 99.37% |
04/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,119 CHF | 507,619 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,966 CHF | 507,466 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,563 CHF | 507,063 CHF | 99.37% | 99.37% |