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 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,080 CHF | 508,580 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,398 CHF | 506,898 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,026 CHF | 508,526 CHF | 99.99% | 99.99% |
10/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,746 CHF | 508,246 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,209 CHF | 509,709 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,582 CHF | 509,082 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,480 CHF | 506,980 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,590 CHF | 509,090 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,547 CHF | 510,047 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,576 CHF | 508,076 CHF | 100.00% | 100.00% |