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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,964 CHF | 509,464 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,742 CHF | 509,242 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,135 CHF | 507,635 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,214 CHF | 507,714 CHF | 99.37% | 99.37% |
09/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,790 CHF | 508,290 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,604 CHF | 508,104 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,909 CHF | 507,409 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,330 CHF | 506,830 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,399 CHF | 506,899 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,819 CHF | 506,319 CHF | 99.37% | 99.37% |