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% | 104.64 % | 105.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,982 CHF | 526,482 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.94 % | 105.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,261 CHF | 526,761 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.84 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,488 CHF | 525,988 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.46 % | 104.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,173 CHF | 524,673 CHF | 94.74% | 94.74% |
09/07/2024 | 0.48% | 104.35 % | 104.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,336 CHF | 524,836 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,454 CHF | 523,954 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 104.14 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,278 CHF | 523,778 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.31 % | 104.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,222 CHF | 523,722 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 104.09 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,526 CHF | 523,026 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.72 % | 104.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,481 CHF | 519,981 CHF | 100.00% | 100.00% |