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 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 510,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 511,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,004 CHF | 510,504 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 511,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 511,000 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 511,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 511,000 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 511,000 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,650 CHF | 511,150 CHF | 95.65% | 95.65% |
02/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 511,000 CHF | 100.00% | 100.00% |