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% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,007 CHF | 509,507 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,037 CHF | 509,537 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,748 CHF | 509,248 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,971 CHF | 509,471 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,409 CHF | 509,909 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,315 CHF | 509,815 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,272 CHF | 508,772 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,580 CHF | 509,080 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,091 CHF | 509,591 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,599 CHF | 509,099 CHF | 99.38% | 99.38% |