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 | 0.46% | 108.15 % | 108.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,071 CHF | 543,571 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.18 % | 108.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,311 CHF | 542,811 CHF | 78.76% | 78.76% |
11/07/2024 | 0.46% | 108.24 % | 108.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,856 CHF | 543,356 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 107.54 % | 108.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,350 CHF | 539,850 CHF | 94.73% | 94.73% |
09/07/2024 | 0.46% | 107.34 % | 107.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,474 CHF | 538,974 CHF | 97.75% | 97.75% |
08/07/2024 | 0.46% | 107.43 % | 107.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,240 CHF | 540,740 CHF | 99.78% | 99.78% |
05/07/2024 | 0.46% | 107.63 % | 108.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,787 CHF | 541,287 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 107.79 % | 108.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,770 CHF | 541,270 CHF | 98.27% | 98.27% |
03/07/2024 | 0.46% | 107.80 % | 108.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,377 CHF | 540,877 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 107.12 % | 107.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,236 CHF | 536,736 CHF | 100.00% | 100.00% |