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% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,239 CHF | 514,739 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,223 CHF | 514,723 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,491 CHF | 513,991 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,536 CHF | 514,036 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,260 CHF | 514,760 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,008 CHF | 514,508 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,652 CHF | 515,152 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,870 CHF | 515,370 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,493 CHF | 514,993 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,849 CHF | 515,349 CHF | 99.37% | 99.37% |