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% | 104.08 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,880 CHF | 523,380 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,467 CHF | 522,967 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,783 CHF | 522,283 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.80 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,847 CHF | 521,347 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,166 CHF | 522,666 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,916 CHF | 522,416 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.81 % | 104.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,357 CHF | 521,857 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,546 CHF | 521,046 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,528 CHF | 520,028 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.52 % | 104.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,044 CHF | 519,544 CHF | 100.00% | 100.00% |