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% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,907 CHF | 516,407 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,484 CHF | 515,984 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,176 CHF | 516,676 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,903 CHF | 516,403 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,689 CHF | 516,189 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,049 CHF | 514,549 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,298 CHF | 515,798 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,203 CHF | 516,703 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,385 CHF | 515,885 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,226 CHF | 515,726 CHF | 99.37% | 99.37% |