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% | 107.24 % | 107.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,393 CHF | 538,893 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 107.27 % | 107.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,232 CHF | 538,732 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 107.22 % | 107.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,028 CHF | 538,528 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 107.11 % | 107.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,018 CHF | 537,518 CHF | 94.74% | 94.74% |
09/07/2024 | 0.47% | 106.89 % | 107.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,044 CHF | 537,544 CHF | 97.77% | 97.77% |
08/07/2024 | 0.47% | 107.04 % | 107.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,985 CHF | 537,485 CHF | 99.76% | 99.76% |
05/07/2024 | 0.47% | 106.83 % | 107.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,468 CHF | 536,968 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.88 % | 107.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,349 CHF | 536,849 CHF | 98.27% | 98.27% |
03/07/2024 | 0.47% | 106.74 % | 107.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,646 CHF | 536,146 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.59 % | 107.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,565 CHF | 535,065 CHF | 100.00% | 100.00% |