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% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,767 CHF | 508,267 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,742 CHF | 507,242 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,068 CHF | 507,568 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,608 CHF | 508,108 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,957 CHF | 507,457 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,761 CHF | 508,261 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,929 CHF | 508,429 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,893 CHF | 508,393 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,319 CHF | 507,819 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,041 CHF | 505,541 CHF | 98.67% | 98.67% |