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% | 104.53 % | 105.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,802 CHF | 525,302 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.63 % | 105.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,632 CHF | 525,132 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,629 CHF | 525,129 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.53 % | 105.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,181 CHF | 525,681 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 104.77 % | 105.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,722 CHF | 526,222 CHF | 97.75% | 97.75% |
08/07/2024 | 0.48% | 104.71 % | 105.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,527 CHF | 526,027 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 104.72 % | 105.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,832 CHF | 526,332 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.87 % | 105.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,128 CHF | 526,628 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 104.83 % | 105.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,088 CHF | 526,588 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.77 % | 105.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,874 CHF | 526,374 CHF | 100.00% | 100.00% |