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% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,804 CHF | 514,304 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.47 % | 102.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,496 CHF | 513,996 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.19 % | 102.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,916 CHF | 513,416 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.08 % | 102.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,201 CHF | 512,701 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 101.97 % | 102.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,477 CHF | 512,977 CHF | 97.77% | 97.77% |
08/07/2024 | 0.49% | 102.13 % | 102.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,865 CHF | 513,365 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 102.01 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,376 CHF | 512,876 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.01 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,985 CHF | 512,485 CHF | 98.27% | 98.27% |
03/07/2024 | 0.49% | 101.86 % | 102.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,864 CHF | 511,364 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,067 CHF | 509,567 CHF | 99.99% | 99.99% |