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% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,075 CHF | 508,575 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,051 CHF | 508,551 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,017 CHF | 508,517 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.19 % | 101.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,963 CHF | 508,463 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.17 % | 101.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,879 CHF | 508,379 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.17 % | 101.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,881 CHF | 508,381 CHF | 99.79% | 99.79% |
05/07/2024 | 0.49% | 101.17 % | 101.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,803 CHF | 508,303 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.16 % | 101.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,810 CHF | 508,310 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.14 % | 101.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,614 CHF | 508,114 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.11 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,591 CHF | 508,091 CHF | 100.00% | 100.00% |