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% | 106.54 % | 107.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,700 CHF | 535,200 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.53 % | 107.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,650 CHF | 535,150 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.53 % | 107.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,650 CHF | 535,150 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,550 CHF | 535,050 CHF | 94.72% | 94.72% |
09/07/2024 | 0.47% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,550 CHF | 535,050 CHF | 97.77% | 97.77% |
08/07/2024 | 0.47% | 106.50 % | 107.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,494 CHF | 534,994 CHF | 99.78% | 99.78% |
05/07/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,447 CHF | 534,947 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,450 CHF | 534,950 CHF | 98.26% | 98.26% |
03/07/2024 | 0.47% | 106.47 % | 106.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,251 CHF | 534,751 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.45 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,189 CHF | 534,689 CHF | 100.00% | 100.00% |