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% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 508,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 508,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,505 CHF | 508,005 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 508,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,281 CHF | 508,781 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,859 CHF | 507,359 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,489 CHF | 507,989 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,866 CHF | 508,366 CHF | 99.46% | 99.46% |
03/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,503 CHF | 508,003 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,688 CHF | 508,188 CHF | 100.00% | 100.00% |