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 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,967 CHF | 510,967 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,422 CHF | 511,422 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,203 CHF | 511,203 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,339 CHF | 510,339 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,668 CHF | 510,668 CHF | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,442 CHF | 511,442 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,290 CHF | 511,290 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,906 CHF | 510,906 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,924 CHF | 510,924 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,781 CHF | 510,781 CHF | 100.00% | 100.00% |