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 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,200 CHF | 516,700 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,200 CHF | 516,700 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,200 CHF | 516,700 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.83 % | 103.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,150 CHF | 516,650 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 102.82 % | 103.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,100 CHF | 516,600 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.82 % | 103.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,100 CHF | 516,600 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,050 CHF | 516,550 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,050 CHF | 516,550 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,000 CHF | 516,500 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,000 CHF | 516,500 CHF | 100.00% | 100.00% |