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 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,691 CHF | 511,191 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,342 CHF | 508,842 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,881 CHF | 509,381 CHF | 99.97% | 100.00% |
10/07/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,347 CHF | 508,847 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,083 CHF | 508,583 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,022 CHF | 508,522 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,513 CHF | 509,013 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,933 CHF | 508,433 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,143 CHF | 506,643 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,310 CHF | 504,810 CHF | 100.00% | 100.00% |