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% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,419 CHF | 521,919 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,575 CHF | 522,075 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,458 CHF | 521,958 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,322 CHF | 521,822 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.85 % | 104.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,296 CHF | 521,796 CHF | 97.75% | 97.75% |
08/07/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,297 CHF | 521,797 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.87 % | 104.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,346 CHF | 521,846 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.85 % | 104.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,236 CHF | 521,736 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.82 % | 104.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,134 CHF | 521,634 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.82 % | 104.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,111 CHF | 521,611 CHF | 100.00% | 100.00% |