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% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,456 CHF | 511,956 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,445 CHF | 510,945 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,316 CHF | 510,816 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,276 CHF | 510,776 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,597 CHF | 511,097 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,606 CHF | 511,106 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,718 CHF | 511,218 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,739 CHF | 511,239 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,958 CHF | 511,458 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,750 CHF | 511,250 CHF | 99.38% | 99.38% |