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% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,692 CHF | 514,192 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,356 CHF | 513,856 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,599 CHF | 514,099 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,096 CHF | 513,596 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,307 CHF | 513,807 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,458 CHF | 513,958 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,977 CHF | 513,477 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,245 CHF | 512,745 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,195 CHF | 512,695 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,872 CHF | 511,372 CHF | 98.67% | 98.67% |