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% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,989 CHF | 518,489 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.32 % | 103.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,813 CHF | 518,313 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,903 CHF | 518,403 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.68 % | 103.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,063 CHF | 515,563 CHF | 94.73% | 94.73% |
09/07/2024 | 0.49% | 102.73 % | 103.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,405 CHF | 514,905 CHF | 97.77% | 97.77% |
08/07/2024 | 0.49% | 102.38 % | 102.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,894 CHF | 515,394 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 102.64 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,649 CHF | 516,149 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,773 CHF | 517,273 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.12 % | 103.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,956 CHF | 517,456 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,840 CHF | 514,340 CHF | 100.00% | 100.00% |