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 | 0.47% | 106.61 % | 107.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,083 CHF | 535,583 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.61 % | 107.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,050 CHF | 535,550 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.61 % | 107.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,050 CHF | 535,550 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.60 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,000 CHF | 535,500 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 106.59 % | 107.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,950 CHF | 535,450 CHF | 97.76% | 97.76% |
08/07/2024 | 0.47% | 106.59 % | 107.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,950 CHF | 535,450 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 106.58 % | 107.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,900 CHF | 535,400 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.58 % | 107.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,900 CHF | 535,400 CHF | 98.27% | 98.27% |
03/07/2024 | 0.47% | 106.57 % | 107.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,850 CHF | 535,350 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.57 % | 107.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,844 CHF | 535,344 CHF | 100.00% | 100.00% |