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% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,909 CHF | 511,909 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,257 CHF | 512,257 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,005 CHF | 513,005 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,210 CHF | 510,210 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,490 CHF | 510,490 CHF | 99.27% | 99.27% |
08/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,597 CHF | 511,597 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,644 CHF | 510,644 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,803 CHF | 511,803 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,904 CHF | 511,904 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,994 CHF | 511,994 CHF | 100.00% | 100.00% |