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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,715 CHF | 509,215 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,619 CHF | 509,119 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,395 CHF | 509,895 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,245 CHF | 509,745 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,150 CHF | 509,650 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,927 CHF | 509,427 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,856 CHF | 510,356 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,394 CHF | 510,894 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,531 CHF | 511,031 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 499,997 | 500,000 | 507,724 CHF | 510,227 CHF | 98.67% | 98.67% |