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% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,770 CHF | 514,270 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,917 CHF | 514,417 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,296 CHF | 513,796 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,912 CHF | 511,412 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,311 CHF | 511,811 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,797 CHF | 511,297 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,956 CHF | 511,456 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,898 CHF | 511,398 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,996 CHF | 510,496 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,374 CHF | 509,874 CHF | 99.38% | 99.38% |