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 | 0.77% | 103.44 % | 104.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,544 CHF | 522,544 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 103.71 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,629 CHF | 521,629 CHF | 78.49% | 78.49% |
11/07/2024 | 0.77% | 103.32 % | 104.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,308 CHF | 520,308 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.85 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,073 CHF | 517,073 CHF | 94.72% | 94.72% |
09/07/2024 | 0.78% | 102.48 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,304 CHF | 517,304 CHF | 97.77% | 97.77% |
08/07/2024 | 0.78% | 102.51 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,683 CHF | 516,683 CHF | 99.78% | 99.78% |
05/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,028 CHF | 517,028 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.61 % | 103.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,663 CHF | 516,663 CHF | 98.27% | 98.27% |
03/07/2024 | 0.78% | 102.44 % | 103.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,952 CHF | 515,952 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.34 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,914 CHF | 514,914 CHF | 100.00% | 100.00% |