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 | 0.77% | 102.89 % | 103.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,843 CHF | 518,843 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 102.91 % | 103.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,288 CHF | 518,288 CHF | 78.49% | 78.49% |
11/07/2024 | 0.78% | 102.78 % | 103.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,585 CHF | 517,585 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.53 % | 103.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,315 CHF | 516,315 CHF | 94.73% | 94.73% |
09/07/2024 | 0.78% | 102.38 % | 103.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,270 CHF | 516,270 CHF | 97.77% | 97.77% |
08/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,119 CHF | 516,119 CHF | 99.78% | 99.78% |
05/07/2024 | 0.78% | 102.36 % | 103.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,109 CHF | 516,109 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,859 CHF | 515,859 CHF | 98.27% | 98.27% |
03/07/2024 | 0.78% | 102.34 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,329 CHF | 515,329 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.25 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,957 CHF | 514,957 CHF | 100.00% | 100.00% |