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 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,992 CHF | 510,492 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,434 CHF | 509,934 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,376 CHF | 509,876 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,781 CHF | 509,281 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,981 CHF | 509,481 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,399 CHF | 509,899 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,793 CHF | 508,293 CHF | 99.36% | 99.36% |
04/07/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,188 CHF | 506,688 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,550 CHF | 507,050 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,272 CHF | 504,772 CHF | 98.66% | 98.66% |