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% | 108.21 % | 108.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,050 CHF | 543,550 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.21 % | 108.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,050 CHF | 543,550 CHF | 78.76% | 78.76% |
11/07/2024 | 0.46% | 108.21 % | 108.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,050 CHF | 543,550 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.20 % | 108.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,990 CHF | 543,490 CHF | 94.73% | 94.73% |
09/07/2024 | 0.46% | 108.18 % | 108.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,947 CHF | 543,447 CHF | 97.76% | 97.76% |
08/07/2024 | 0.46% | 108.18 % | 108.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,926 CHF | 543,426 CHF | 99.78% | 99.78% |
05/07/2024 | 0.46% | 108.17 % | 108.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,848 CHF | 543,348 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.16 % | 108.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,816 CHF | 543,316 CHF | 98.25% | 98.25% |
03/07/2024 | 0.46% | 108.15 % | 108.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,728 CHF | 543,228 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.10 % | 108.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,348 CHF | 542,848 CHF | 100.00% | 100.00% |