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% | 102.52 % | 103.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,172 CHF | 515,672 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.59 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,663 CHF | 516,163 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.79 % | 103.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,592 CHF | 515,092 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.12 % | 102.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,352 CHF | 511,852 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 101.72 % | 102.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,565 CHF | 513,065 CHF | 97.76% | 97.76% |
08/07/2024 | 0.49% | 101.41 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,926 CHF | 509,426 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 101.32 % | 101.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,493 CHF | 508,993 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.22 % | 101.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,579 CHF | 508,079 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 100.87 % | 101.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,423 CHF | 506,923 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,461 CHF | 498,961 CHF | 100.00% | 100.00% |