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 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,013 CHF | 507,513 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,442 CHF | 507,942 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,912 CHF | 509,412 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,591 CHF | 506,091 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,997 CHF | 505,497 CHF | 99.67% | 99.67% |
08/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,442 CHF | 506,942 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,971 CHF | 507,471 CHF | 96.93% | 96.93% |
04/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,146 CHF | 507,646 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,774 CHF | 508,274 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,612 CHF | 506,112 CHF | 100.00% | 100.00% |