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% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,122 CHF | 512,622 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,802 CHF | 512,302 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,460 CHF | 511,960 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,827 CHF | 512,327 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,216 CHF | 512,716 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,273 CHF | 512,773 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,605 CHF | 513,105 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,876 CHF | 513,376 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,679 CHF | 513,179 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,754 CHF | 513,254 CHF | 99.37% | 99.37% |