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% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,543 CHF | 513,543 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,294 CHF | 514,294 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,885 CHF | 515,885 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,477 CHF | 515,477 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,958 CHF | 515,958 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,604 CHF | 515,604 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,794 CHF | 516,794 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,914 CHF | 517,914 CHF | 99.46% | 99.46% |
03/07/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,448 CHF | 518,448 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,292 CHF | 517,292 CHF | 100.00% | 100.00% |