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% | 108.97 % | 109.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,763 CHF | 547,263 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.98 % | 109.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,912 CHF | 547,412 CHF | 78.75% | 78.75% |
11/07/2024 | 0.46% | 108.94 % | 109.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,708 CHF | 547,208 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.89 % | 109.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,332 CHF | 546,832 CHF | 94.73% | 94.73% |
09/07/2024 | 0.46% | 108.83 % | 109.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,145 CHF | 546,645 CHF | 97.76% | 97.76% |
08/07/2024 | 0.46% | 108.82 % | 109.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,020 CHF | 546,520 CHF | 99.77% | 99.77% |
05/07/2024 | 0.46% | 108.76 % | 109.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,794 CHF | 546,294 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.76 % | 109.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,792 CHF | 546,292 CHF | 98.27% | 98.27% |
03/07/2024 | 0.46% | 108.74 % | 109.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,459 CHF | 545,959 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.60 % | 109.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,609 CHF | 545,109 CHF | 100.00% | 100.00% |