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% | 101.25 % | 101.75 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,625 CHF | 508,750 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.30 % | 101.80 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,649 CHF | 508,985 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.30 % | 101.80 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,650 CHF | 509,000 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.35 % | 101.85 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,675 CHF | 509,250 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.35 % | 101.85 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,675 CHF | 509,250 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.40 % | 101.90 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,700 CHF | 509,500 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.40 % | 101.90 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,700 CHF | 509,500 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.40 % | 101.90 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,700 CHF | 509,500 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.45 % | 101.95 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,725 CHF | 509,750 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.45 % | 101.95 % | 50,000 | 500,000 | 50,000 | 500,000 | 50,725 CHF | 509,750 CHF | 98.67% | 98.67% |