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% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,809 CHF | 506,309 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,513 CHF | 506,013 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,302 CHF | 504,802 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,652 CHF | 504,152 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,777 CHF | 503,277 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,653 CHF | 502,153 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,718 CHF | 502,218 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,485 CHF | 500,985 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,949 CHF | 500,449 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,610 CHF | 500,110 CHF | 98.66% | 98.66% |