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% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,821 CHF | 515,321 CHF | 99.07% | 99.07% |
12/07/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,560 CHF | 515,060 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,400 CHF | 516,900 CHF | 99.08% | 99.08% |
10/07/2024 | 0.48% | 102.74 % | 103.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,552 CHF | 517,052 CHF | 93.81% | 93.81% |
09/07/2024 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,160 CHF | 516,660 CHF | 96.83% | 96.83% |
08/07/2024 | 0.48% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,458 CHF | 516,958 CHF | 98.36% | 98.36% |
05/07/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,262 CHF | 515,762 CHF | 99.18% | 99.18% |
04/07/2024 | 0.49% | 102.63 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,048 CHF | 515,548 CHF | 97.45% | 97.45% |
03/07/2024 | 0.49% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,642 CHF | 516,142 CHF | 99.18% | 99.18% |
02/07/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,645 CHF | 515,145 CHF | 99.18% | 99.18% |