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% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,110 CHF | 506,610 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,113 CHF | 506,613 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,548 CHF | 506,048 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,403 CHF | 504,903 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,087 CHF | 505,587 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,402 CHF | 504,902 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,429 CHF | 504,929 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,040 CHF | 504,540 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,738 CHF | 504,238 CHF | 99.33% | 99.33% |
02/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,342 CHF | 502,842 CHF | 99.38% | 99.38% |