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% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,404 CHF | 514,404 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,913 CHF | 513,913 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,536 CHF | 513,536 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,353 CHF | 513,353 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,475 CHF | 513,475 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,867 CHF | 513,867 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,682 CHF | 513,682 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,561 CHF | 513,561 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,381 CHF | 512,381 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,613 CHF | 510,613 CHF | 100.00% | 100.00% |