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% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,327 CHF | 514,827 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,228 CHF | 514,728 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,446 CHF | 514,946 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,638 CHF | 515,138 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,856 CHF | 515,356 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,884 CHF | 515,384 CHF | 99.34% | 99.34% |
05/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,754 CHF | 515,254 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,712 CHF | 515,212 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,796 CHF | 515,296 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,263 CHF | 514,763 CHF | 99.37% | 99.37% |