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% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,939 CHF | 512,439 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,974 CHF | 509,474 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,584 CHF | 509,084 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,002 CHF | 506,502 CHF | 99.52% | 99.52% |
09/07/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,244 CHF | 506,744 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,126 CHF | 506,626 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,454 CHF | 506,954 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,650 CHF | 507,150 CHF | 99.46% | 99.46% |
03/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,242 CHF | 505,742 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,161 CHF | 503,661 CHF | 100.00% | 100.00% |