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% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,426 CHF | 515,926 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,150 CHF | 515,650 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,518 CHF | 516,018 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,456 CHF | 515,956 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,595 CHF | 516,095 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,003 CHF | 516,503 CHF | 99.36% | 99.36% |
05/07/2024 | 0.48% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,494 CHF | 516,994 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,981 CHF | 516,481 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,635 CHF | 517,135 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,278 CHF | 516,778 CHF | 98.66% | 98.66% |