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 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,376 CHF | 516,876 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,489 CHF | 516,989 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,025 CHF | 516,525 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,023 CHF | 517,523 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,164 CHF | 517,664 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,218 CHF | 517,718 CHF | 99.35% | 99.35% |
05/07/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,930 CHF | 517,430 CHF | 99.38% | 99.38% |
04/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,022 CHF | 517,522 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,889 CHF | 517,389 CHF | 99.38% | 99.38% |
02/07/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,266 CHF | 517,766 CHF | 99.38% | 99.38% |