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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,460 CHF | 506,960 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,792 CHF | 506,292 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,497 CHF | 505,997 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,736 CHF | 506,236 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,876 CHF | 506,376 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,977 CHF | 506,477 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,428 CHF | 506,928 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,622 CHF | 506,122 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,147 CHF | 505,647 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,184 CHF | 504,684 CHF | 98.66% | 98.66% |