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% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,738 CHF | 512,738 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,311 CHF | 509,311 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,411 CHF | 505,411 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,629 CHF | 500,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,858 CHF | 496,858 CHF | 99.26% | 99.26% |
08/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 498,861 | 494,051 CHF | 496,918 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,694 CHF | 502,694 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,331 CHF | 504,331 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,173 CHF | 505,173 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,960 CHF | 503,960 CHF | 100.00% | 100.00% |