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% | 108.48 % | 108.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,408 CHF | 544,908 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.48 % | 108.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,400 CHF | 544,900 CHF | 78.75% | 78.75% |
11/07/2024 | 0.46% | 108.48 % | 108.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,398 CHF | 544,898 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.47 % | 108.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,326 CHF | 544,826 CHF | 94.73% | 94.73% |
09/07/2024 | 0.46% | 108.46 % | 108.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,303 CHF | 544,803 CHF | 97.76% | 97.76% |
08/07/2024 | 0.46% | 108.46 % | 108.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,299 CHF | 544,799 CHF | 99.77% | 99.77% |
05/07/2024 | 0.46% | 108.45 % | 108.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,247 CHF | 544,747 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.45 % | 108.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,222 CHF | 544,722 CHF | 98.25% | 98.25% |
03/07/2024 | 0.46% | 108.43 % | 108.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,054 CHF | 544,554 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.42 % | 108.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,023 CHF | 544,523 CHF | 100.00% | 100.00% |