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% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,333 CHF | 510,833 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,092 CHF | 510,592 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,993 CHF | 510,493 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,080 CHF | 510,580 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,262 CHF | 510,762 CHF | 67.73% | 67.73% |
08/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,480 CHF | 510,980 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,524 CHF | 511,024 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,744 CHF | 511,244 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,965 CHF | 511,465 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,532 CHF | 511,032 CHF | 99.38% | 99.38% |