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% | 105.36 % | 105.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,074 CHF | 529,574 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.53 % | 106.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,964 CHF | 529,464 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.48 % | 105.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,242 CHF | 529,742 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.15 % | 105.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,896 CHF | 528,396 CHF | 94.74% | 94.74% |
09/07/2024 | 0.48% | 104.93 % | 105.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,434 CHF | 526,934 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 104.83 % | 105.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,024 CHF | 527,524 CHF | 99.76% | 99.76% |
05/07/2024 | 0.48% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,688 CHF | 527,188 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.84 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,900 CHF | 527,400 CHF | 98.27% | 98.27% |
03/07/2024 | 0.48% | 105.11 % | 105.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,612 CHF | 527,112 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.54 % | 105.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,604 CHF | 525,104 CHF | 100.00% | 100.00% |