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 | 0.43% | 116.60 % | 117.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,990 CHF | 585,490 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 116.59 % | 117.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,883 CHF | 585,383 CHF | 78.76% | 78.76% |
11/07/2024 | 0.43% | 116.55 % | 117.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,685 CHF | 585,185 CHF | 100.00% | 100.00% |
10/07/2024 | 0.43% | 116.50 % | 117.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,461 CHF | 584,961 CHF | 94.74% | 94.74% |
09/07/2024 | 0.43% | 116.50 % | 117.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,528 CHF | 585,028 CHF | 97.77% | 97.77% |
08/07/2024 | 0.43% | 116.54 % | 117.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,600 CHF | 585,100 CHF | 99.76% | 99.76% |
05/07/2024 | 0.43% | 116.49 % | 116.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,607 CHF | 585,107 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 116.47 % | 116.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,362 CHF | 584,862 CHF | 98.26% | 98.26% |
03/07/2024 | 0.43% | 116.30 % | 116.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 581,342 CHF | 583,842 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 116.13 % | 116.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 580,473 CHF | 582,973 CHF | 100.00% | 100.00% |