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 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,436 CHF | 509,936 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,164 CHF | 509,664 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,128 CHF | 509,628 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,167 CHF | 507,667 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,724 CHF | 509,224 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,269 CHF | 505,769 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,586 CHF | 504,086 CHF | 97.13% | 97.13% |
04/07/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,559 CHF | 506,059 CHF | 99.46% | 99.46% |
03/07/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,444 CHF | 506,944 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,637 CHF | 502,137 CHF | 100.00% | 100.00% |