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% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,274 CHF | 512,774 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,545 CHF | 513,045 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,390 CHF | 512,890 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,488 CHF | 511,988 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,137 CHF | 511,637 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,393 CHF | 511,893 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,506 CHF | 511,006 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,702 CHF | 509,202 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,661 CHF | 509,161 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,740 CHF | 507,240 CHF | 98.66% | 98.66% |