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 | 0.76% | 105.50 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,512 CHF | 531,512 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 105.40 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,000 CHF | 532,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 105.40 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,994 CHF | 531,994 CHF | 100.00% | 100.00% |
10/07/2024 | 0.76% | 105.60 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,615 CHF | 531,615 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 105.50 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,449 CHF | 531,449 CHF | 99.59% | 99.59% |
08/07/2024 | 0.94% | 105.50 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,492 CHF | 532,492 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 105.50 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,449 CHF | 532,449 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 105.60 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,205 CHF | 532,205 CHF | 99.45% | 99.45% |
03/07/2024 | 0.75% | 105.70 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,112 CHF | 532,112 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 105.30 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,347 CHF | 531,347 CHF | 100.00% | 100.00% |