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 | 0.45% | 111.77 % | 112.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,825 CHF | 561,325 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 111.73 % | 112.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,328 CHF | 560,828 CHF | 78.76% | 78.76% |
11/07/2024 | 0.45% | 111.53 % | 112.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,429 CHF | 559,929 CHF | 99.99% | 99.99% |
10/07/2024 | 0.45% | 111.49 % | 111.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,401 CHF | 559,901 CHF | 94.74% | 94.74% |
09/07/2024 | 0.45% | 111.34 % | 111.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,452 CHF | 559,952 CHF | 97.77% | 97.77% |
08/07/2024 | 0.45% | 111.57 % | 112.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,844 CHF | 560,344 CHF | 99.77% | 99.77% |
05/07/2024 | 0.45% | 111.49 % | 111.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,400 CHF | 559,900 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 111.39 % | 111.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,355 CHF | 559,855 CHF | 98.27% | 98.27% |
03/07/2024 | 0.45% | 111.60 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,085 CHF | 560,585 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 111.59 % | 112.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,913 CHF | 560,413 CHF | 100.00% | 100.00% |