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% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,121 CHF | 509,621 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,427 CHF | 509,927 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,331 CHF | 510,831 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,673 CHF | 511,173 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,426 CHF | 510,926 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,657 CHF | 511,157 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,642 CHF | 511,142 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,549 CHF | 511,049 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,441 CHF | 510,941 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,623 CHF | 511,123 CHF | 98.67% | 98.67% |