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 | 0.46% | 109.00 % | 109.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,917 CHF | 547,417 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.98 % | 109.48 % | 500,000 | 500,000 | 499,996 | 500,000 | 544,929 CHF | 547,433 CHF | 78.76% | 78.76% |
11/07/2024 | 0.46% | 108.98 % | 109.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,840 CHF | 547,340 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.93 % | 109.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,595 CHF | 547,095 CHF | 94.73% | 94.73% |
09/07/2024 | 0.46% | 108.90 % | 109.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,610 CHF | 547,110 CHF | 97.77% | 97.77% |
08/07/2024 | 0.46% | 108.86 % | 109.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,298 CHF | 546,798 CHF | 99.77% | 99.77% |
05/07/2024 | 0.46% | 108.85 % | 109.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,221 CHF | 546,721 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.85 % | 109.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,185 CHF | 546,685 CHF | 98.26% | 98.26% |
03/07/2024 | 0.46% | 108.81 % | 109.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,006 CHF | 546,506 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.72 % | 109.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,404 CHF | 545,904 CHF | 100.00% | 100.00% |