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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,454 CHF | 508,954 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,912 CHF | 510,412 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,135 CHF | 501,635 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,643 CHF | 500,143 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,261 CHF | 501,761 CHF | 67.73% | 67.73% |
08/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,182 CHF | 501,682 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,366 CHF | 501,866 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,399 CHF | 500,899 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,958 CHF | 500,458 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,223 CHF | 501,723 CHF | 99.38% | 99.38% |