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% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,808 CHF | 509,308 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,101 CHF | 509,601 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,723 CHF | 510,223 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,786 CHF | 510,286 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,823 CHF | 511,323 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,177 CHF | 510,677 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,228 CHF | 510,728 CHF | 96.93% | 96.93% |
04/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,257 CHF | 510,757 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,383 CHF | 510,883 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,343 CHF | 509,843 CHF | 100.00% | 100.00% |