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% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,576 CHF | 513,076 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,455 CHF | 512,955 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,610 CHF | 517,110 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,537 CHF | 518,037 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,367 CHF | 517,867 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,463 CHF | 516,963 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,205 CHF | 516,705 CHF | 99.38% | 99.38% |
04/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,236 CHF | 516,736 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,776 CHF | 516,276 CHF | 99.33% | 99.33% |
02/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,142 CHF | 513,642 CHF | 99.37% | 99.37% |