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 | 0.46% | 109.09 % | 109.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,450 CHF | 547,950 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 109.09 % | 109.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,450 CHF | 547,950 CHF | 78.76% | 78.76% |
11/07/2024 | 0.46% | 109.08 % | 109.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,400 CHF | 547,900 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 109.07 % | 109.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,350 CHF | 547,850 CHF | 94.72% | 94.72% |
09/07/2024 | 0.46% | 109.07 % | 109.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,350 CHF | 547,850 CHF | 97.75% | 97.75% |
08/07/2024 | 0.46% | 109.06 % | 109.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,300 CHF | 547,800 CHF | 99.78% | 99.78% |
05/07/2024 | 0.46% | 109.06 % | 109.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,300 CHF | 547,800 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 109.06 % | 109.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,300 CHF | 547,800 CHF | 98.27% | 98.27% |
03/07/2024 | 0.46% | 109.04 % | 109.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,200 CHF | 547,700 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 109.04 % | 109.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,200 CHF | 547,700 CHF | 100.00% | 100.00% |