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% | 111.14 % | 111.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,700 CHF | 558,200 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 111.14 % | 111.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,700 CHF | 558,200 CHF | 78.76% | 78.76% |
11/07/2024 | 0.45% | 111.13 % | 111.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,650 CHF | 558,150 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 111.12 % | 111.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,600 CHF | 558,100 CHF | 94.73% | 94.73% |
09/07/2024 | 0.45% | 111.12 % | 111.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,600 CHF | 558,100 CHF | 97.76% | 97.76% |
08/07/2024 | 0.45% | 111.11 % | 111.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,550 CHF | 558,050 CHF | 99.78% | 99.78% |
05/07/2024 | 0.45% | 111.11 % | 111.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,550 CHF | 558,050 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 111.11 % | 111.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,550 CHF | 558,050 CHF | 98.26% | 98.26% |
03/07/2024 | 0.45% | 111.09 % | 111.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,450 CHF | 557,950 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 111.09 % | 111.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,450 CHF | 557,950 CHF | 100.00% | 100.00% |