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 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,004 CHF | 510,004 CHF | 99.70% | 99.70% |
12/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,594 CHF | 511,594 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,817 CHF | 512,817 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,654 CHF | 512,654 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,778 CHF | 512,778 CHF | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,691 CHF | 510,691 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,076 CHF | 511,076 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,941 CHF | 512,941 CHF | 99.38% | 99.38% |
03/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,246 CHF | 512,246 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,767 CHF | 512,767 CHF | 100.00% | 100.00% |