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 | 0.79% | 101.80 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,138 CHF | 513,186 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.80 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,507 CHF | 512,550 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,234 CHF | 512,277 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.30 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,643 CHF | 510,693 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.20 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,438 CHF | 510,488 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 101.20 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,241 CHF | 510,290 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 100.80 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,309 CHF | 508,359 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.00 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,581 CHF | 509,631 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 101.40 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,703 CHF | 509,753 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 100.80 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,096 CHF | 507,145 CHF | 100.00% | 100.00% |