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% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,732 CHF | 513,232 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,780 CHF | 513,280 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,434 CHF | 512,934 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,382 CHF | 512,882 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,785 CHF | 513,285 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,063 CHF | 513,563 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,291 CHF | 512,791 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,546 CHF | 513,046 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,057 CHF | 512,557 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,256 CHF | 510,756 CHF | 99.38% | 99.38% |