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 | 0.80% | 103.00 % | 103.80 % | 500,000 | 500,000 | 478,459 | 478,459 | 492,666 CHF | 496,599 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,167 CHF | 518,167 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,379 CHF | 518,379 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,640 CHF | 517,640 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.70 % | 103.50 % | 500,000 | 500,000 | 481,175 | 481,175 | 494,208 CHF | 498,149 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,500 CHF | 517,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,495 CHF | 517,495 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,800 CHF | 516,800 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,674 CHF | 517,674 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 496,359 | 496,359 | 509,644 CHF | 513,632 CHF | 100.00% | 100.00% |