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% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,726 CHF | 512,226 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,189 CHF | 511,689 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,680 CHF | 511,180 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,691 CHF | 511,191 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,796 CHF | 511,296 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,808 CHF | 511,308 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,975 CHF | 511,475 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,736 CHF | 511,236 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,405 CHF | 510,905 CHF | 99.39% | 99.39% |
02/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,860 CHF | 510,360 CHF | 99.37% | 99.37% |