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% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,036 CHF | 508,536 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.61 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,173 CHF | 509,673 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.51 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,637 CHF | 509,137 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,883 CHF | 504,383 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 100.37 % | 100.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,877 CHF | 503,377 CHF | 97.76% | 97.76% |
08/07/2024 | 0.50% | 100.49 % | 100.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,700 CHF | 506,200 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.03 % | 101.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,774 CHF | 508,274 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,063 CHF | 508,563 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,707 CHF | 507,207 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.16 % | 100.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,814 CHF | 502,314 CHF | 100.00% | 100.00% |