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% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,001 CHF | 511,501 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.81 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,724 CHF | 511,224 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,962 CHF | 510,462 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.48 % | 101.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,764 CHF | 510,264 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 101.36 % | 101.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,199 CHF | 509,699 CHF | 97.77% | 97.77% |
08/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,312 CHF | 509,812 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.52 % | 102.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,070 CHF | 509,570 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.26 % | 101.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,606 CHF | 509,106 CHF | 98.25% | 98.25% |
03/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,329 CHF | 507,829 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.04 % | 101.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,363 CHF | 506,863 CHF | 100.00% | 100.00% |