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 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,538 CHF | 507,086 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,580 CHF | 507,123 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,755 CHF | 507,298 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,493 CHF | 506,043 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,806 CHF | 506,356 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,716 CHF | 505,265 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,351 CHF | 505,901 CHF | 97.13% | 97.13% |
04/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,990 CHF | 505,540 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,426 CHF | 505,976 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,177 CHF | 504,726 CHF | 100.00% | 100.00% |