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 | 0.95% | 104.63 % | 105.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,410 CHF | 529,410 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 104.86 % | 105.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,424 CHF | 528,424 CHF | 78.49% | 78.49% |
11/07/2024 | 0.95% | 104.49 % | 105.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,082 CHF | 527,082 CHF | 100.00% | 100.00% |
10/07/2024 | 0.96% | 103.99 % | 104.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,870 CHF | 523,870 CHF | 94.72% | 94.72% |
09/07/2024 | 0.96% | 103.64 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,126 CHF | 524,126 CHF | 97.76% | 97.76% |
08/07/2024 | 0.96% | 103.69 % | 104.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,503 CHF | 523,503 CHF | 99.78% | 99.78% |
05/07/2024 | 0.96% | 103.55 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,737 CHF | 523,737 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 103.73 % | 104.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,312 CHF | 523,312 CHF | 98.27% | 98.27% |
03/07/2024 | 0.96% | 103.59 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,531 CHF | 522,531 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 103.46 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,553 CHF | 521,553 CHF | 99.99% | 99.99% |