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% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,082 CHF | 509,582 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,059 CHF | 509,559 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,102 CHF | 509,602 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,364 CHF | 508,864 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,283 CHF | 509,783 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,416 CHF | 507,916 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 507,500 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,310 CHF | 507,810 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,167 CHF | 507,667 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,319 CHF | 505,819 CHF | 98.67% | 98.67% |