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% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,793 CHF | 513,293 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,498 CHF | 512,998 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,581 CHF | 513,081 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,741 CHF | 513,241 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,742 CHF | 513,242 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,523 CHF | 513,023 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,606 CHF | 513,106 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,750 CHF | 513,250 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,932 CHF | 513,432 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,794 CHF | 513,294 CHF | 98.67% | 98.67% |