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% | 103.94 % | 104.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,858 CHF | 523,358 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.02 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,666 CHF | 522,166 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,863 CHF | 521,363 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,251 CHF | 519,751 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.53 % | 104.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,157 CHF | 520,657 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.47 % | 103.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,745 CHF | 520,245 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,699 CHF | 520,199 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,224 CHF | 519,724 CHF | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.27 % | 103.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,520 CHF | 519,020 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.08 % | 103.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,934 CHF | 517,434 CHF | 100.00% | 100.00% |