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% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,510 CHF | 513,010 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.03 % | 102.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,189 CHF | 511,689 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.64 % | 102.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,573 CHF | 509,073 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.12 % | 101.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,147 CHF | 507,647 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.04 % | 101.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,846 CHF | 509,346 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.34 % | 101.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,391 CHF | 511,891 CHF | 45.32% | 45.32% |
05/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,463 CHF | 515,963 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.29 % | 102.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,566 CHF | 514,066 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.81 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,102 CHF | 510,602 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.42 % | 101.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,199 CHF | 509,699 CHF | 100.00% | 100.00% |