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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,900 CHF | 507,400 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,941 CHF | 507,441 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,014 CHF | 507,514 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,370 CHF | 506,870 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,330 CHF | 507,830 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,441 CHF | 505,941 CHF | 99.34% | 99.34% |
05/07/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,094 CHF | 505,594 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,277 CHF | 505,777 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,145 CHF | 505,645 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,384 CHF | 503,884 CHF | 98.66% | 98.66% |