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% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,154 CHF | 509,654 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,118 CHF | 509,618 CHF | 99.37% | 99.37% |
11/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,100 CHF | 509,600 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,099 CHF | 509,599 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,924 CHF | 510,424 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,950 CHF | 510,450 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,783 CHF | 510,283 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,092 CHF | 509,592 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,431 CHF | 504,931 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,794 CHF | 503,294 CHF | 98.66% | 98.66% |