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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,836 CHF | 509,336 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,581 CHF | 509,081 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,484 CHF | 508,984 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,086 CHF | 508,586 CHF | 99.52% | 99.52% |
09/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,237 CHF | 508,737 CHF | 99.99% | 99.99% |
08/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,163 CHF | 508,663 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,346 CHF | 508,846 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 509,000 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 509,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,905 CHF | 508,405 CHF | 100.00% | 100.00% |