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% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,666 CHF | 507,166 CHF | 99.93% | 99.93% |
12/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,860 CHF | 506,360 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,216 CHF | 506,716 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,965 CHF | 506,465 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,232 CHF | 506,732 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,684 CHF | 507,184 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,752 CHF | 507,252 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,064 CHF | 506,564 CHF | 100.00% | 100.00% |
03/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,870 CHF | 507,370 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,132 CHF | 506,632 CHF | 100.00% | 100.00% |