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 | 509,549 CHF | 512,049 CHF | 84.71% | 84.71% |
12/07/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,567 CHF | 495,067 CHF | 73.40% | 73.40% |
11/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,008 CHF | 513,508 CHF | 99.08% | 99.08% |
10/07/2024 | 0.49% | 102.03 % | 102.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,390 CHF | 513,890 CHF | 93.80% | 93.80% |
09/07/2024 | 0.49% | 101.84 % | 102.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,557 CHF | 508,057 CHF | 96.84% | 96.84% |
08/07/2024 | 0.50% | 101.61 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,647 CHF | 506,147 CHF | 98.36% | 98.36% |
05/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,774 CHF | 505,274 CHF | 99.18% | 99.18% |
04/07/2024 | 0.50% | 99.97 % | 100.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 CHF | 500,500 CHF | 85.81% | 85.81% |
03/07/2024 | 0.50% | 100.16 % | 100.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,481 CHF | 497,981 CHF | 99.18% | 99.18% |
02/07/2024 | 0.53% | 97.44 % | 97.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,531 CHF | 473,031 CHF | 99.06% | 99.06% |