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 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,819 CHF | 513,319 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,108 CHF | 509,608 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,892 CHF | 511,392 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,571 CHF | 511,071 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,932 CHF | 513,432 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,069 CHF | 512,569 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,351 CHF | 512,851 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,889 CHF | 511,389 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,375 CHF | 511,875 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,936 CHF | 511,436 CHF | 100.00% | 100.00% |