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% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,703 CHF | 511,203 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,794 CHF | 511,294 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,760 CHF | 511,260 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,778 CHF | 511,278 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,394 CHF | 511,894 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,558 CHF | 512,058 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,827 CHF | 512,327 CHF | 99.03% | 99.03% |
04/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,172 CHF | 511,672 CHF | 99.00% | 99.00% |
03/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,157 CHF | 505,657 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,057 CHF | 503,557 CHF | 98.66% | 98.66% |