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% | 101.66 % | 102.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,459 CHF | 511,959 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.86 % | 102.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,462 CHF | 512,962 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,911 CHF | 509,411 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,345 CHF | 506,845 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 100.68 % | 101.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,259 CHF | 507,759 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 101.02 % | 101.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,349 CHF | 509,849 CHF | 99.79% | 99.79% |
05/07/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,834 CHF | 509,334 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.24 % | 101.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,416 CHF | 508,916 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,833 CHF | 509,333 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 100.79 % | 101.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,104 CHF | 507,604 CHF | 100.00% | 100.00% |