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% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,024 CHF | 512,524 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,259 CHF | 512,759 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,323 CHF | 511,823 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,008 CHF | 511,508 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,474 CHF | 511,974 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,453 CHF | 511,953 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,578 CHF | 512,078 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,901 CHF | 512,401 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,997 CHF | 512,497 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,034 CHF | 512,534 CHF | 100.00% | 100.00% |