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 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,774 CHF | 504,274 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,222 CHF | 505,722 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,737 CHF | 507,237 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,060 CHF | 510,560 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,529 CHF | 511,029 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,484 CHF | 509,984 CHF | 99.34% | 99.34% |
05/07/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,651 CHF | 511,151 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,038 CHF | 513,538 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,966 CHF | 512,466 CHF | 99.39% | 99.39% |
02/07/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,067 CHF | 512,567 CHF | 99.37% | 99.37% |