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% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,808 CHF | 509,308 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,585 CHF | 509,085 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,709 CHF | 513,209 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,339 CHF | 512,839 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,351 CHF | 513,851 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,445 CHF | 513,945 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,664 CHF | 513,164 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,503 CHF | 513,003 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,931 CHF | 512,431 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,694 CHF | 507,194 CHF | 98.67% | 98.67% |