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% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,946 CHF | 507,446 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,460 CHF | 506,960 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,697 CHF | 506,197 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,755 CHF | 504,255 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,808 CHF | 503,308 CHF | 99.67% | 99.67% |
08/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,972 CHF | 503,472 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,752 CHF | 502,252 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,539 CHF | 502,039 CHF | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,821 CHF | 499,321 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,901 CHF | 493,401 CHF | 100.00% | 100.00% |