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% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,607 CHF | 515,107 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,422 CHF | 514,922 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,364 CHF | 514,864 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,185 CHF | 514,685 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,342 CHF | 515,842 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,769 CHF | 516,269 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,456 CHF | 515,956 CHF | 99.03% | 99.03% |
04/07/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,663 CHF | 515,163 CHF | 99.00% | 99.00% |
03/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,781 CHF | 512,281 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,583 CHF | 511,083 CHF | 98.67% | 98.67% |