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% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,470 CHF | 514,970 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,545 CHF | 515,045 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,019 CHF | 516,519 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,542 CHF | 517,042 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,615 CHF | 517,115 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,288 CHF | 516,788 CHF | 99.35% | 99.35% |
05/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,260 CHF | 516,760 CHF | 99.38% | 99.38% |
04/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,215 CHF | 516,715 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,404 CHF | 516,904 CHF | 99.33% | 99.33% |
02/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,316 CHF | 515,816 CHF | 99.38% | 99.38% |