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 | 505,261 CHF | 507,761 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,236 CHF | 507,736 CHF | 90.84% | 90.84% |
11/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,198 CHF | 507,698 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,966 CHF | 507,466 CHF | 99.34% | 99.34% |
09/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,233 CHF | 507,733 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,230 CHF | 507,730 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,505 CHF | 508,005 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,652 CHF | 508,152 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,554 CHF | 508,054 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,574 CHF | 508,074 CHF | 99.38% | 99.38% |