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 | 0.45% | 110.25 % | 110.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,008 CHF | 554,508 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 110.19 % | 110.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,474 CHF | 551,974 CHF | 78.49% | 78.49% |
11/07/2024 | 0.45% | 110.00 % | 110.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,377 CHF | 551,877 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 109.60 % | 110.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,708 CHF | 550,208 CHF | 94.72% | 94.72% |
09/07/2024 | 0.45% | 109.58 % | 110.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,919 CHF | 551,419 CHF | 97.77% | 97.77% |
08/07/2024 | 0.45% | 109.75 % | 110.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,324 CHF | 550,824 CHF | 99.78% | 99.78% |
05/07/2024 | 0.45% | 109.74 % | 110.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,578 CHF | 552,078 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 109.53 % | 110.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,933 CHF | 550,433 CHF | 98.26% | 98.26% |
03/07/2024 | 0.46% | 109.44 % | 109.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,959 CHF | 549,459 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 109.00 % | 109.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,353 CHF | 545,853 CHF | 100.00% | 100.00% |