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 | 1.44% | 103.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,817 CHF | 524,317 CHF | 100.00% | 100.00% |
12/07/2024 | 1.45% | 103.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,784 CHF | 521,284 CHF | 78.76% | 78.76% |
11/07/2024 | 1.47% | 101.96 % | 103.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,279 CHF | 514,779 CHF | 100.00% | 100.00% |
10/07/2024 | 1.48% | 100.51 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,985 CHF | 511,485 CHF | 94.73% | 94.73% |
09/07/2024 | 1.48% | 100.41 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,753 CHF | 509,253 CHF | 97.12% | 97.12% |
08/07/2024 | 1.47% | 100.68 % | 102.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,889 CHF | 515,389 CHF | 99.77% | 99.77% |
05/07/2024 | 1.47% | 101.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,909 CHF | 515,409 CHF | 99.64% | 99.64% |
04/07/2024 | 1.48% | 100.57 % | 102.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,301 CHF | 510,801 CHF | 98.25% | 98.25% |
03/07/2024 | 1.48% | 101.24 % | 102.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,085 CHF | 510,585 CHF | 100.00% | 100.00% |
02/07/2024 | 1.48% | 100.71 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,985 CHF | 510,485 CHF | 100.00% | 100.00% |