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% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,503 CHF | 508,003 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,008 CHF | 508,508 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,198 CHF | 508,698 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,900 CHF | 508,400 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,328 CHF | 508,828 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,703 CHF | 509,203 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,727 CHF | 509,227 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,051 CHF | 508,551 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,789 CHF | 507,289 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,006 CHF | 505,506 CHF | 98.67% | 98.67% |