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% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,247 CHF | 507,747 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,045 CHF | 510,545 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,640 CHF | 509,140 CHF | 99.93% | 99.93% |
10/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,624 CHF | 507,124 CHF | 99.97% | 99.97% |
09/07/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,827 CHF | 504,327 CHF | 99.64% | 99.64% |
08/07/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,579 CHF | 506,079 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,717 CHF | 507,217 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,700 CHF | 507,200 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,934 CHF | 506,434 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,570 CHF | 503,070 CHF | 99.97% | 99.97% |