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 | 508,422 CHF | 510,922 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,568 CHF | 511,068 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,930 CHF | 510,430 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,031 CHF | 510,531 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,960 CHF | 509,460 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,230 CHF | 509,730 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,022 CHF | 509,522 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,596 CHF | 509,096 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,940 CHF | 509,440 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,917 CHF | 508,417 CHF | 98.67% | 98.67% |