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% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,337 CHF | 519,337 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 103.10 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,269 CHF | 520,269 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,640 CHF | 519,640 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,311 CHF | 518,311 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,003 CHF | 517,003 CHF | 99.67% | 99.67% |
08/07/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,586 CHF | 517,586 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,047 CHF | 517,047 CHF | 97.13% | 97.13% |
04/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,895 CHF | 517,895 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,050 CHF | 517,050 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,104 CHF | 515,104 CHF | 99.99% | 99.99% |