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 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,319 CHF | 521,319 CHF | 99.99% | 99.99% |
12/07/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,675 CHF | 518,675 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,408 CHF | 519,408 CHF | 99.97% | 100.00% |
10/07/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,547 CHF | 518,547 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,084 CHF | 518,084 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,976 CHF | 517,976 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,405 CHF | 518,405 CHF | 97.13% | 97.13% |
04/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,521 CHF | 517,521 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,522 CHF | 515,522 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,524 CHF | 513,524 CHF | 100.00% | 100.00% |