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% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,116 CHF | 516,616 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,823 CHF | 516,323 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,065 CHF | 516,565 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,141 CHF | 516,641 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,245 CHF | 516,745 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,405 CHF | 516,905 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,003 CHF | 516,503 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,730 CHF | 516,230 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,587 CHF | 516,087 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,815 CHF | 515,315 CHF | 99.38% | 99.38% |