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 | 0.96% | 113.60 % | 114.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 572,738 CHF | 578,238 CHF | 99.70% | 99.70% |
12/07/2024 | 0.96% | 114.60 % | 115.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 570,159 CHF | 575,659 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 113.30 % | 114.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,646 CHF | 571,146 CHF | 99.56% | 99.56% |
10/07/2024 | 0.99% | 111.80 % | 112.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 554,702 CHF | 560,202 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 110.60 % | 111.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,086 CHF | 561,586 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 110.60 % | 111.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,329 CHF | 558,829 CHF | 99.99% | 99.99% |
05/07/2024 | 0.99% | 110.20 % | 111.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,005 CHF | 560,505 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 111.00 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,348 CHF | 558,848 CHF | 99.45% | 99.45% |
03/07/2024 | 0.99% | 110.40 % | 111.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,007 CHF | 557,507 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 110.20 % | 111.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,167 CHF | 552,667 CHF | 100.00% | 100.00% |