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 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,651 CHF | 506,151 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,681 CHF | 506,181 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,791 CHF | 506,291 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,002 CHF | 505,502 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,010 CHF | 506,510 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,071 CHF | 504,571 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,671 CHF | 504,171 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,055 CHF | 504,555 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,919 CHF | 504,419 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,982 CHF | 502,482 CHF | 98.66% | 98.66% |