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% | 104.36 % | 104.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,228 CHF | 524,728 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.40 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,352 CHF | 524,852 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 104.49 % | 104.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,698 CHF | 524,198 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,735 CHF | 522,235 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.91 % | 104.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,520 CHF | 523,020 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.74 % | 104.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,411 CHF | 520,911 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.63 % | 104.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,146 CHF | 520,646 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.61 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,740 CHF | 520,240 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.44 % | 103.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,294 CHF | 519,794 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 103.02 % | 103.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,131 CHF | 516,631 CHF | 100.00% | 100.00% |