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 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,348 CHF | 511,848 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,291 CHF | 511,791 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,401 CHF | 511,901 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,717 CHF | 512,217 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,931 CHF | 512,431 CHF | 100.00% | 100.00% |