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% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,041 CHF | 510,541 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,971 CHF | 510,471 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,960 CHF | 510,460 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,521 CHF | 510,021 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,734 CHF | 510,234 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 510,000 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,567 CHF | 510,067 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,519 CHF | 510,019 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,627 CHF | 510,127 CHF | 100.00% | 100.00% |