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% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,988 CHF | 520,488 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.56 % | 104.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,734 CHF | 520,234 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.54 % | 104.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,660 CHF | 520,160 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,496 CHF | 519,996 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.49 % | 103.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,515 CHF | 520,015 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,623 CHF | 520,123 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.48 % | 103.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,429 CHF | 519,929 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,282 CHF | 519,782 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,139 CHF | 519,639 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,830 CHF | 519,330 CHF | 100.00% | 100.00% |