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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,446 CHF | 506,946 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,351 CHF | 506,851 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,331 CHF | 506,831 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,783 CHF | 505,333 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,296 CHF | 505,846 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,407 CHF | 506,907 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,090 CHF | 503,590 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,435 CHF | 506,935 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,206 CHF | 506,706 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,922 CHF | 504,470 CHF | 100.00% | 100.00% |