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% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,645 CHF | 516,645 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,903 CHF | 515,903 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,724 CHF | 515,724 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,993 CHF | 514,993 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,200 CHF | 515,200 CHF | 99.58% | 99.58% |
08/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,870 CHF | 515,870 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,899 CHF | 515,899 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,123 CHF | 515,123 CHF | 99.46% | 99.46% |
03/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,762 CHF | 514,762 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,979 CHF | 513,979 CHF | 100.00% | 100.00% |