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 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,525 CHF | 506,025 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,715 CHF | 507,215 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,620 CHF | 507,120 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,716 CHF | 507,216 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,502 CHF | 508,002 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,368 CHF | 508,868 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,636 CHF | 509,136 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,532 CHF | 509,032 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,591 CHF | 507,091 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,855 CHF | 506,355 CHF | 98.67% | 98.67% |