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% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,933 CHF | 515,433 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,316 CHF | 514,816 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,615 CHF | 515,115 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,379 CHF | 514,879 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,587 CHF | 515,087 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,867 CHF | 515,367 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,853 CHF | 514,353 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,417 CHF | 513,917 CHF | 99.37% | 99.37% |
03/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,166 CHF | 513,666 CHF | 99.39% | 99.39% |
02/07/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,268 CHF | 512,768 CHF | 99.37% | 99.37% |