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% | 101.78 % | 102.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,590 CHF | 513,090 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.22 % | 102.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,306 CHF | 512,806 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.01 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,893 CHF | 512,393 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.54 % | 102.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,242 CHF | 508,742 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,108 CHF | 509,608 CHF | 97.76% | 97.76% |
08/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,753 CHF | 510,253 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.42 % | 101.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,826 CHF | 510,326 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,440 CHF | 509,940 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.42 % | 103.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,228 CHF | 518,728 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,283 CHF | 515,783 CHF | 100.00% | 100.00% |