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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,426 CHF | 506,926 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,999 CHF | 506,499 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 506,000 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,781 CHF | 505,281 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,813 CHF | 505,313 CHF | 67.68% | 67.68% |
08/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,368 CHF | 504,868 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,844 CHF | 505,344 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,273 CHF | 504,773 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,015 CHF | 506,515 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,363 CHF | 506,863 CHF | 99.38% | 99.38% |