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% | 104.91 % | 105.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,330 CHF | 526,830 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.84 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,891 CHF | 526,391 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.79 % | 105.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,518 CHF | 526,018 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.64 % | 105.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,454 CHF | 525,954 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 104.58 % | 105.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,983 CHF | 525,483 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 104.47 % | 104.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,706 CHF | 525,206 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 104.56 % | 105.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,714 CHF | 525,214 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.46 % | 104.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,346 CHF | 524,846 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 104.38 % | 104.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,327 CHF | 523,827 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.17 % | 104.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,907 CHF | 523,407 CHF | 100.00% | 100.00% |