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% | 107.18 % | 107.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,804 CHF | 538,304 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 107.23 % | 107.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,983 CHF | 538,483 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 107.15 % | 107.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,752 CHF | 538,252 CHF | 99.99% | 99.99% |
10/07/2024 | 0.47% | 107.06 % | 107.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,038 CHF | 537,538 CHF | 94.72% | 94.72% |
09/07/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,421 CHF | 536,921 CHF | 97.77% | 97.77% |
08/07/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,602 CHF | 537,102 CHF | 99.78% | 99.78% |
05/07/2024 | 0.47% | 106.81 % | 107.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,116 CHF | 536,616 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.79 % | 107.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,020 CHF | 536,520 CHF | 98.27% | 98.27% |
03/07/2024 | 0.47% | 106.73 % | 107.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,047 CHF | 535,547 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,099 CHF | 534,599 CHF | 100.00% | 100.00% |