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% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,911 CHF | 510,411 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,850 CHF | 510,350 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,414 CHF | 509,914 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,267 CHF | 508,767 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,117 CHF | 508,617 CHF | 67.71% | 67.71% |
08/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,797 CHF | 508,297 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,633 CHF | 509,133 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,857 CHF | 508,357 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,410 CHF | 509,910 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,054 CHF | 510,554 CHF | 99.37% | 99.37% |