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% | 103.18 % | 103.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,953 CHF | 518,453 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.19 % | 103.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,767 CHF | 518,267 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.13 % | 103.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,627 CHF | 518,127 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,450 CHF | 517,950 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.07 % | 103.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,481 CHF | 517,981 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.08 % | 103.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,404 CHF | 517,904 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.04 % | 103.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,273 CHF | 517,773 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.02 % | 103.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,092 CHF | 517,592 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 102.99 % | 103.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,821 CHF | 517,321 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 102.89 % | 103.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,270 CHF | 516,770 CHF | 100.00% | 100.00% |