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 | 0.47% | 105.59 % | 106.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,950 CHF | 530,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.59 % | 106.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,950 CHF | 530,450 CHF | 78.75% | 78.75% |
11/07/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,900 CHF | 530,400 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.57 % | 106.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,850 CHF | 530,350 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.57 % | 106.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,850 CHF | 530,350 CHF | 97.75% | 97.75% |
08/07/2024 | 0.47% | 105.57 % | 106.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,850 CHF | 530,350 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,800 CHF | 530,300 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,800 CHF | 530,300 CHF | 98.26% | 98.26% |
03/07/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,750 CHF | 530,250 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.54 % | 106.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,700 CHF | 530,200 CHF | 100.00% | 100.00% |