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 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,418 CHF | 514,918 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,683 CHF | 515,183 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,908 CHF | 514,408 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,012 CHF | 513,512 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,759 CHF | 514,259 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,134 CHF | 514,634 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,475 CHF | 513,975 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,711 CHF | 513,211 CHF | 99.46% | 99.46% |
03/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,967 CHF | 513,467 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,809 CHF | 512,309 CHF | 100.00% | 100.00% |