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% | 108.71 % | 109.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,550 CHF | 546,050 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.71 % | 109.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,550 CHF | 546,050 CHF | 78.76% | 78.76% |
11/07/2024 | 0.46% | 108.71 % | 109.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,508 CHF | 546,008 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.68 % | 109.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,385 CHF | 545,885 CHF | 94.72% | 94.72% |
09/07/2024 | 0.46% | 108.61 % | 109.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,279 CHF | 545,779 CHF | 97.77% | 97.77% |
08/07/2024 | 0.46% | 108.67 % | 109.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,325 CHF | 545,825 CHF | 99.79% | 99.79% |
05/07/2024 | 0.46% | 108.52 % | 109.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,993 CHF | 545,493 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.56 % | 109.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,938 CHF | 545,438 CHF | 98.27% | 98.27% |
03/07/2024 | 0.46% | 108.53 % | 109.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,216 CHF | 544,716 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.31 % | 108.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,578 CHF | 544,078 CHF | 56.13% | 56.13% |