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 | 504,788 CHF | 507,288 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,118 CHF | 506,618 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,483 CHF | 505,983 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,183 CHF | 507,683 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,653 CHF | 509,153 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,621 CHF | 508,121 CHF | 96.64% | 96.64% |
05/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,776 CHF | 507,276 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,501 CHF | 510,001 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,834 CHF | 510,334 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,890 CHF | 509,390 CHF | 100.00% | 100.00% |