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 | 0.45% | 110.57 % | 111.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,411 CHF | 554,911 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 110.67 % | 111.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,013 CHF | 555,513 CHF | 78.76% | 78.76% |
11/07/2024 | 0.45% | 110.51 % | 111.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,723 CHF | 555,223 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 110.46 % | 110.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,906 CHF | 554,406 CHF | 94.72% | 94.72% |
09/07/2024 | 0.45% | 110.17 % | 110.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,765 CHF | 554,265 CHF | 97.77% | 97.77% |
08/07/2024 | 0.45% | 110.31 % | 110.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,777 CHF | 554,277 CHF | 99.78% | 99.78% |
05/07/2024 | 0.45% | 110.16 % | 110.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,753 CHF | 553,253 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 110.01 % | 110.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,331 CHF | 552,831 CHF | 98.27% | 98.27% |
03/07/2024 | 0.45% | 109.79 % | 110.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,023 CHF | 551,523 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 109.74 % | 110.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,828 CHF | 550,328 CHF | 100.00% | 100.00% |