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% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,663 CHF | 512,163 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,509 CHF | 512,009 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,372 CHF | 511,872 CHF | 99.93% | 99.93% |
10/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,622 CHF | 511,122 CHF | 99.97% | 99.97% |
09/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,890 CHF | 510,390 CHF | 99.64% | 99.64% |
08/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,828 CHF | 511,328 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,503 CHF | 511,003 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,754 CHF | 511,254 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,189 CHF | 510,689 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,350 CHF | 509,850 CHF | 99.97% | 99.97% |