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 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,561 CHF | 518,061 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,476 CHF | 517,976 CHF | 90.89% | 90.89% |
11/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,341 CHF | 517,841 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,500 CHF | 518,000 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,661 CHF | 518,161 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,692 CHF | 518,192 CHF | 99.38% | 99.38% |
05/07/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,000 CHF | 518,500 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,975 CHF | 518,475 CHF | 98.55% | 98.55% |
03/07/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,003 CHF | 518,503 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,450 CHF | 517,950 CHF | 99.37% | 99.37% |