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 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,970 CHF | 517,470 CHF | 99.99% | 99.99% |
12/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,346 CHF | 516,846 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,593 CHF | 516,093 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,700 CHF | 517,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,497 CHF | 515,997 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,419 CHF | 514,919 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,034 CHF | 512,534 CHF | 96.93% | 96.93% |
04/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,747 CHF | 511,247 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,883 CHF | 511,383 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,426 CHF | 512,926 CHF | 100.00% | 100.00% |