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% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,286 CHF | 522,786 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,141 CHF | 522,641 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.02 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,033 CHF | 522,533 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,904 CHF | 522,404 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.99 % | 104.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,034 CHF | 522,534 CHF | 97.75% | 97.75% |
08/07/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,055 CHF | 522,555 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.87 % | 104.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,531 CHF | 522,031 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,489 CHF | 521,989 CHF | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,648 CHF | 522,148 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.87 % | 104.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,288 CHF | 521,788 CHF | 100.00% | 100.00% |