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 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,324 CHF | 510,324 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,285 CHF | 511,285 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,093 CHF | 513,093 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,448 CHF | 516,448 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,964 CHF | 516,964 CHF | 99.59% | 99.59% |
08/07/2024 | 0.77% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,036 CHF | 519,036 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,134 CHF | 522,134 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,406 CHF | 523,406 CHF | 99.45% | 99.45% |
03/07/2024 | 0.76% | 104.60 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,536 CHF | 526,536 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 104.70 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,927 CHF | 526,928 CHF | 100.00% | 100.00% |