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 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,477 CHF | 514,477 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,053 CHF | 516,053 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,140 CHF | 515,140 CHF | 99.99% | 99.99% |
10/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,667 CHF | 513,667 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,056 CHF | 514,056 CHF | 99.28% | 99.28% |
08/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,861 CHF | 512,861 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,179 CHF | 513,179 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,497 CHF | 512,497 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,469 CHF | 511,469 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,616 CHF | 510,616 CHF | 100.00% | 100.00% |