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% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,443 CHF | 507,943 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,158 CHF | 507,658 CHF | 97.42% | 97.42% |
11/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,796 CHF | 506,296 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,495 CHF | 505,995 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,976 CHF | 506,476 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,191 CHF | 505,691 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,413 CHF | 505,913 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,025 CHF | 505,525 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,075 CHF | 505,575 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,304 CHF | 505,804 CHF | 100.00% | 100.00% |