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% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,691 CHF | 511,191 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,910 CHF | 510,410 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,292 CHF | 508,792 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,403 CHF | 507,903 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,141 CHF | 507,641 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,866 CHF | 507,366 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,299 CHF | 507,799 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,826 CHF | 506,326 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,115 CHF | 503,615 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,416 CHF | 500,916 CHF | 99.38% | 99.38% |