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% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,941 CHF | 519,441 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.39 % | 103.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,760 CHF | 519,260 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,075 CHF | 519,575 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.27 % | 103.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,171 CHF | 518,671 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,697 CHF | 518,197 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.16 % | 103.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,905 CHF | 518,405 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,877 CHF | 517,377 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 102.96 % | 103.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,901 CHF | 517,401 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,476 CHF | 515,976 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.86 % | 103.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,607 CHF | 516,107 CHF | 100.00% | 100.00% |