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% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,639 CHF | 511,139 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,750 CHF | 511,250 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,746 CHF | 511,246 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,806 CHF | 511,306 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,529 CHF | 511,029 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,828 CHF | 511,328 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,748 CHF | 511,248 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,974 CHF | 511,474 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,008 CHF | 511,508 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,537 CHF | 511,037 CHF | 99.38% | 99.38% |