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% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,465 CHF | 515,465 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,488 CHF | 515,488 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,115 CHF | 516,115 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,001 CHF | 515,001 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,994 CHF | 514,994 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,051 CHF | 515,051 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,804 CHF | 514,804 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,510 CHF | 514,510 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,712 CHF | 514,712 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,102 CHF | 513,102 CHF | 100.00% | 100.00% |