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 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,000 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,498 CHF | 506,998 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,489 CHF | 506,989 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,320 CHF | 506,820 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,000 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,000 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,000 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 507,500 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 507,500 CHF | 100.00% | 100.00% |