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 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,080 CHF | 507,580 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,030 CHF | 507,530 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,276 CHF | 507,776 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,474 CHF | 506,974 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,571 CHF | 507,071 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 508,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,054 CHF | 507,554 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,591 CHF | 508,091 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,398 CHF | 507,898 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,604 CHF | 506,104 CHF | 100.00% | 100.00% |