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% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,026 CHF | 509,526 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,057 CHF | 509,557 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,251 CHF | 509,751 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,762 CHF | 510,262 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,131 CHF | 510,631 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,250 CHF | 510,750 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,250 CHF | 510,750 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 511,000 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,735 CHF | 511,235 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,482 CHF | 510,982 CHF | 98.66% | 98.66% |