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% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,022 CHF | 510,522 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,622 CHF | 510,122 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,040 CHF | 510,540 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,469 CHF | 508,969 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,041 CHF | 508,541 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,015 CHF | 507,515 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,890 CHF | 506,390 CHF | 99.39% | 99.39% |
04/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,229 CHF | 507,729 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,785 CHF | 506,285 CHF | 99.39% | 99.39% |
02/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,466 CHF | 507,966 CHF | 99.38% | 99.38% |