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% | 108.86 % | 109.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,516 CHF | 548,016 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 109.00 % | 109.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,291 CHF | 547,791 CHF | 78.49% | 78.49% |
11/07/2024 | 0.46% | 109.08 % | 109.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,143 CHF | 547,643 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.92 % | 109.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,742 CHF | 547,242 CHF | 94.72% | 94.72% |
09/07/2024 | 0.46% | 108.91 % | 109.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,167 CHF | 547,667 CHF | 97.75% | 97.75% |
08/07/2024 | 0.46% | 108.92 % | 109.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,050 CHF | 547,550 CHF | 99.79% | 99.79% |
05/07/2024 | 0.46% | 109.00 % | 109.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,150 CHF | 547,650 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.90 % | 109.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,483 CHF | 546,983 CHF | 98.26% | 98.26% |
03/07/2024 | 0.46% | 108.67 % | 109.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,315 CHF | 545,815 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.53 % | 109.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,796 CHF | 544,296 CHF | 100.00% | 100.00% |