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% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,529 CHF | 510,029 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,987 CHF | 509,487 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,416 CHF | 509,916 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,159 CHF | 509,659 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,259 CHF | 509,759 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,750 CHF | 510,250 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,246 CHF | 510,746 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,603 CHF | 510,103 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,307 CHF | 510,807 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,792 CHF | 510,292 CHF | 98.67% | 98.67% |