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% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,870 CHF | 507,370 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,849 CHF | 507,349 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,744 CHF | 507,244 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,410 CHF | 506,910 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,717 CHF | 507,217 CHF | 67.71% | 67.71% |
08/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,689 CHF | 507,189 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,964 CHF | 507,464 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,098 CHF | 507,598 CHF | 98.54% | 98.54% |
03/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,998 CHF | 507,498 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,946 CHF | 507,446 CHF | 99.38% | 99.38% |