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 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,053 CHF | 512,053 CHF | 99.99% | 99.99% |
12/07/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,764 CHF | 510,764 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,967 CHF | 511,967 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,925 CHF | 511,925 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,969 CHF | 512,969 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,642 CHF | 512,642 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,094 CHF | 513,094 CHF | 97.13% | 97.13% |
04/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,520 CHF | 513,520 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 497,073 | 493,509 | 505,899 CHF | 506,219 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,941 CHF | 511,941 CHF | 100.00% | 100.00% |