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% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,586 CHF | 515,086 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 102.70 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,642 CHF | 515,142 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,536 CHF | 515,036 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,702 CHF | 512,202 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,581 CHF | 512,081 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,277 CHF | 511,777 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,821 CHF | 512,321 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,811 CHF | 512,311 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,959 CHF | 511,459 CHF | 99.99% | 99.99% |
02/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,229 CHF | 510,729 CHF | 100.00% | 100.00% |