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% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 515,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,152 CHF | 516,152 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,320 CHF | 516,320 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,629 CHF | 515,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,976 CHF | 514,976 CHF | 99.28% | 99.28% |
08/07/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,001 CHF | 516,001 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,956 CHF | 515,956 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,444 CHF | 516,444 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,176 CHF | 516,176 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,345 CHF | 515,345 CHF | 100.00% | 100.00% |