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 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 499,737 | 499,737 | 506,666 CHF | 508,167 CHF | 99.66% | 99.66% |
12/07/2024 | 0.29% | 102.70 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,681 CHF | 513,181 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,746 CHF | 513,246 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,053 CHF | 512,553 CHF | 98.57% | 98.57% |
09/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,470 CHF | 511,970 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,094 CHF | 515,594 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,748 CHF | 516,248 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,728 CHF | 516,228 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,223 CHF | 509,723 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,627 CHF | 508,127 CHF | 100.00% | 100.00% |