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% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,706 CHF | 510,206 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,456 CHF | 509,956 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,301 CHF | 509,801 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,339 CHF | 509,839 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,493 CHF | 509,993 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,508 CHF | 510,008 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,571 CHF | 510,071 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,682 CHF | 510,182 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,650 CHF | 510,150 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,657 CHF | 510,157 CHF | 98.67% | 98.67% |