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% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,242 CHF | 513,742 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,111 CHF | 513,611 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,289 CHF | 513,789 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,398 CHF | 513,898 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,535 CHF | 514,035 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,728 CHF | 514,228 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,706 CHF | 514,206 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,748 CHF | 514,248 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,796 CHF | 514,296 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,638 CHF | 514,138 CHF | 99.38% | 99.38% |