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 | 505,251 CHF | 507,751 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,040 CHF | 507,540 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,152 CHF | 507,652 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,985 CHF | 506,485 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,922 CHF | 505,422 CHF | 99.67% | 99.67% |
08/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,860 CHF | 506,360 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,486 CHF | 503,986 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,308 CHF | 506,808 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,090 CHF | 506,590 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,230 CHF | 504,730 CHF | 100.00% | 100.00% |