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 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,875 CHF | 517,375 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,855 CHF | 517,355 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,840 CHF | 517,340 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,394 CHF | 517,894 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,507 CHF | 517,007 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,583 CHF | 517,083 CHF | 99.35% | 99.35% |
05/07/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,097 CHF | 517,597 CHF | 99.38% | 99.38% |
04/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,502 CHF | 517,002 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,501 CHF | 517,001 CHF | 99.38% | 99.38% |
02/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,464 CHF | 516,964 CHF | 99.38% | 99.38% |