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 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,717 CHF | 505,217 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,997 CHF | 505,497 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,223 CHF | 505,723 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,646 CHF | 505,146 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,069 CHF | 504,569 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,728 CHF | 505,228 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,349 CHF | 504,849 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,318 CHF | 504,818 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,019 CHF | 504,519 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,527 CHF | 504,027 CHF | 99.37% | 99.37% |