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% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,122 CHF | 506,622 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,439 CHF | 506,939 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,710 CHF | 506,210 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,664 CHF | 507,164 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,110 CHF | 507,610 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,873 CHF | 507,373 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,856 CHF | 507,356 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,835 CHF | 507,335 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,264 CHF | 506,764 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,825 CHF | 505,325 CHF | 99.37% | 99.37% |