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 | 0.63% | 109.80 % | 110.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,480 CHF | 552,980 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 109.91 % | 110.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,719 CHF | 553,219 CHF | 78.76% | 78.76% |
11/07/2024 | 0.63% | 109.97 % | 110.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,676 CHF | 553,176 CHF | 100.00% | 100.00% |
10/07/2024 | 0.64% | 109.88 % | 110.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,363 CHF | 552,863 CHF | 94.74% | 94.74% |
09/07/2024 | 0.63% | 109.88 % | 110.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,478 CHF | 552,978 CHF | 97.77% | 97.77% |
08/07/2024 | 0.64% | 109.86 % | 110.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,423 CHF | 552,923 CHF | 99.76% | 99.76% |
05/07/2024 | 0.63% | 109.90 % | 110.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,478 CHF | 552,978 CHF | 100.00% | 100.00% |
04/07/2024 | 0.64% | 109.85 % | 110.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,194 CHF | 552,694 CHF | 98.25% | 98.25% |
03/07/2024 | 0.64% | 109.72 % | 110.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,531 CHF | 552,031 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 109.65 % | 110.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,827 CHF | 551,327 CHF | 100.00% | 100.00% |