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% | 104.21 % | 104.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,793 CHF | 524,293 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.10 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,501 CHF | 522,001 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,574 CHF | 519,074 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,629 CHF | 517,129 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 102.83 % | 103.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,457 CHF | 519,957 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,883 CHF | 520,383 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.72 % | 104.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,993 CHF | 520,493 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.04 % | 103.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,241 CHF | 517,741 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,234 CHF | 512,734 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.98 % | 102.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,785 CHF | 510,285 CHF | 100.00% | 100.00% |