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 | 0.47% | 105.76 % | 106.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,881 CHF | 531,381 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.79 % | 106.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,975 CHF | 531,475 CHF | 78.49% | 78.49% |
11/07/2024 | 0.47% | 105.78 % | 106.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,948 CHF | 531,448 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.73 % | 106.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,565 CHF | 531,065 CHF | 94.72% | 94.72% |
09/07/2024 | 0.47% | 105.69 % | 106.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,326 CHF | 530,826 CHF | 97.76% | 97.76% |
08/07/2024 | 0.47% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,615 CHF | 530,115 CHF | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.52 % | 106.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,574 CHF | 530,074 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,542 CHF | 530,042 CHF | 98.25% | 98.25% |
03/07/2024 | 0.47% | 105.47 % | 105.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,752 CHF | 529,252 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,680 CHF | 529,180 CHF | 100.00% | 100.00% |