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% | 104.52 % | 105.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,845 CHF | 528,845 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 104.74 % | 105.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,844 CHF | 527,844 CHF | 78.49% | 78.49% |
11/07/2024 | 0.95% | 104.37 % | 105.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,498 CHF | 526,498 CHF | 100.00% | 100.00% |
10/07/2024 | 0.96% | 103.87 % | 104.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,273 CHF | 523,273 CHF | 94.72% | 94.72% |
09/07/2024 | 0.96% | 103.52 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,518 CHF | 523,518 CHF | 97.77% | 97.77% |
08/07/2024 | 0.96% | 103.57 % | 104.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,894 CHF | 522,894 CHF | 99.78% | 99.78% |
05/07/2024 | 0.96% | 103.43 % | 104.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,111 CHF | 523,111 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 103.61 % | 104.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,676 CHF | 522,676 CHF | 98.27% | 98.27% |
03/07/2024 | 0.96% | 103.46 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,876 CHF | 521,876 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 103.33 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,913 CHF | 520,913 CHF | 100.00% | 100.00% |