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% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,019 CHF | 513,519 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,148 CHF | 512,648 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,401 CHF | 511,901 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,644 CHF | 510,144 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,650 CHF | 511,150 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,852 CHF | 511,352 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,119 CHF | 511,619 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,539 CHF | 511,039 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,994 CHF | 510,494 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,425 CHF | 507,925 CHF | 99.38% | 99.38% |