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 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,886 CHF | 516,886 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,506 CHF | 516,506 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,987 CHF | 516,987 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,509 CHF | 516,509 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,017 CHF | 516,017 CHF | 99.58% | 99.58% |
08/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,965 CHF | 516,965 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,063 CHF | 517,063 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,716 CHF | 517,716 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,889 CHF | 517,889 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,153 CHF | 517,153 CHF | 100.00% | 100.00% |