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% | 101.69 % | 102.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,440 CHF | 511,940 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.43 % | 101.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,978 CHF | 508,478 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.32 % | 101.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,808 CHF | 508,308 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,598 CHF | 507,098 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 100.41 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,251 CHF | 505,751 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 100.73 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,771 CHF | 506,271 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,554 CHF | 505,054 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.83 % | 100.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,395 CHF | 502,895 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.17 % | 100.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,638 CHF | 502,138 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.44 % | 99.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,103 CHF | 499,603 CHF | 100.00% | 100.00% |