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 | 510,251 CHF | 512,751 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,750 CHF | 513,250 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,887 CHF | 513,387 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,458 CHF | 513,958 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,477 CHF | 513,977 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,054 CHF | 513,554 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,900 CHF | 513,400 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,250 CHF | 513,750 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,461 CHF | 513,961 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,390 CHF | 513,890 CHF | 99.37% | 99.37% |