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% | 104.17 % | 104.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,510 CHF | 524,010 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.24 % | 104.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,056 CHF | 523,556 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,456 CHF | 522,956 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,218 CHF | 521,718 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.76 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,186 CHF | 520,686 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.64 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,690 CHF | 521,190 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,192 CHF | 521,692 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.80 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,418 CHF | 521,918 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.94 % | 104.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,194 CHF | 521,694 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.47 % | 103.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,220 CHF | 519,720 CHF | 100.00% | 100.00% |