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% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,094 CHF | 511,594 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,977 CHF | 511,477 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,065 CHF | 511,565 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,950 CHF | 511,450 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,217 CHF | 511,717 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,206 CHF | 511,706 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,375 CHF | 511,875 CHF | 99.36% | 99.36% |
04/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,208 CHF | 511,708 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,501 CHF | 512,001 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,219 CHF | 511,719 CHF | 98.67% | 98.67% |