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% | 101.82 % | 102.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,472 CHF | 512,972 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.16 % | 102.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,558 CHF | 513,058 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,382 CHF | 513,882 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.97 % | 102.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,045 CHF | 511,545 CHF | 94.74% | 94.74% |
09/07/2024 | 0.49% | 101.58 % | 102.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,084 CHF | 511,584 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.71 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,749 CHF | 510,249 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 100.89 % | 101.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,912 CHF | 507,412 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 100.98 % | 101.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,854 CHF | 507,354 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.49 % | 100.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,310 CHF | 503,810 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.78 % | 101.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,949 CHF | 503,449 CHF | 100.00% | 100.00% |