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 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,144 CHF | 506,692 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,607 CHF | 507,150 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,305 CHF | 508,805 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,926 CHF | 505,476 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,503 CHF | 505,053 CHF | 99.67% | 99.67% |
08/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,546 CHF | 506,095 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,887 CHF | 506,437 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,454 CHF | 507,004 CHF | 99.46% | 99.46% |
03/07/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,127 CHF | 507,677 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,813 CHF | 506,361 CHF | 100.00% | 100.00% |