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% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,063 CHF | 506,563 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,723 CHF | 506,223 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,115 CHF | 506,615 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,015 CHF | 506,515 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,804 CHF | 506,304 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 499,954 | 503,844 CHF | 506,297 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,872 CHF | 505,372 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,757 CHF | 505,257 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,647 CHF | 504,147 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,368 CHF | 504,868 CHF | 99.38% | 99.38% |