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% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,913 CHF | 515,413 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,061 CHF | 516,561 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 102.70 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,865 CHF | 515,365 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,029 CHF | 515,529 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,066 CHF | 515,566 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,306 CHF | 515,806 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,007 CHF | 515,507 CHF | 97.13% | 97.13% |
04/07/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,930 CHF | 516,430 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,768 CHF | 516,268 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,406 CHF | 515,906 CHF | 100.00% | 100.00% |