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% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,994 CHF | 510,494 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,368 CHF | 510,868 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,894 CHF | 511,394 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,494 CHF | 510,994 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,470 CHF | 509,970 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,351 CHF | 509,851 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,521 CHF | 510,021 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,803 CHF | 510,303 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,997 CHF | 509,497 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,568 CHF | 509,068 CHF | 98.67% | 98.67% |