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 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,535 CHF | 512,535 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,497 CHF | 512,497 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 512,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 512,000 CHF | 100.00% | 100.00% |