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% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,360 CHF | 510,860 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,103 CHF | 510,603 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,151 CHF | 510,651 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,367 CHF | 507,867 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,810 CHF | 507,310 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,952 CHF | 506,452 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,211 CHF | 507,711 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,713 CHF | 505,213 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,649 CHF | 508,149 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,847 CHF | 509,347 CHF | 100.00% | 100.00% |