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% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,251 CHF | 506,751 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,697 CHF | 509,197 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,543 CHF | 508,043 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,595 CHF | 505,095 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,826 CHF | 506,326 CHF | 67.73% | 67.73% |
08/07/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,047 CHF | 505,547 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,515 CHF | 505,015 CHF | 99.08% | 99.08% |
04/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,764 CHF | 503,264 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,897 CHF | 500,397 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,899 CHF | 499,399 CHF | 99.38% | 99.38% |