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 | 0.48% | 104.58 % | 105.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,795 CHF | 525,295 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.62 % | 105.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,897 CHF | 525,397 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,297 CHF | 524,797 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.35 % | 104.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,503 CHF | 524,003 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 104.10 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,055 CHF | 523,555 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 104.16 % | 104.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,643 CHF | 523,143 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.77 % | 104.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,434 CHF | 521,934 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,618 CHF | 522,118 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.68 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,785 CHF | 520,285 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.43 % | 103.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,110 CHF | 518,610 CHF | 100.00% | 100.00% |