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% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,939 CHF | 519,939 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,337 CHF | 519,337 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,708 CHF | 518,708 CHF | 100.00% | 100.00% |
10/07/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,861 CHF | 516,861 CHF | 100.00% | 100.00% |
09/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,905 CHF | 517,905 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,242 CHF | 517,242 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,436 CHF | 516,436 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,746 CHF | 513,746 CHF | 100.00% | 100.00% |