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 | 0.48% | 104.40 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,424 CHF | 524,924 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,681 CHF | 524,181 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 104.50 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,010 CHF | 524,510 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 104.40 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,806 CHF | 524,306 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,061 CHF | 524,561 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,458 CHF | 524,958 CHF | 99.35% | 99.35% |
05/07/2024 | 0.48% | 104.35 % | 104.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,407 CHF | 523,907 CHF | 99.37% | 99.37% |
04/07/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,956 CHF | 524,456 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,889 CHF | 524,389 CHF | 99.38% | 99.38% |
02/07/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,395 CHF | 523,895 CHF | 99.38% | 99.38% |