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% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,704 CHF | 516,204 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,414 CHF | 515,914 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,737 CHF | 516,237 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,836 CHF | 516,336 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,023 CHF | 516,523 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,152 CHF | 516,652 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,729 CHF | 516,229 CHF | 99.39% | 99.39% |
04/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,472 CHF | 515,972 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,418 CHF | 515,918 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,615 CHF | 515,115 CHF | 99.37% | 99.37% |