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% | 101.24 % | 101.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,206 CHF | 508,706 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.27 % | 101.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,876 CHF | 509,376 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,389 CHF | 508,889 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,627 CHF | 508,127 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 100.61 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,810 CHF | 506,310 CHF | 97.76% | 97.76% |
08/07/2024 | 0.50% | 100.49 % | 100.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,721 CHF | 505,221 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 100.46 % | 100.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,530 CHF | 505,030 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.52 % | 101.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,430 CHF | 504,930 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.29 % | 100.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,218 CHF | 503,718 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.08 % | 100.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,081 CHF | 503,581 CHF | 100.00% | 100.00% |