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% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,416 CHF | 507,916 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,929 CHF | 508,429 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,530 CHF | 508,030 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,362 CHF | 506,862 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,067 CHF | 507,567 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,756 CHF | 508,256 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,348 CHF | 508,848 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,027 CHF | 508,527 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,032 CHF | 508,532 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,493 CHF | 505,993 CHF | 99.37% | 99.37% |