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% | 102.70 % | 103.50 % | 500,000 | 500,000 | 494,623 | 494,623 | 507,967 CHF | 511,946 CHF | 98.59% | 98.59% |
12/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 499,416 | 499,416 | 512,399 CHF | 516,397 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 102.40 % | 103.40 % | 500,000 | 500,000 | 495,484 | 495,484 | 507,988 CHF | 512,961 CHF | 100.00% | 100.00% |
10/07/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,145 CHF | 518,145 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 499,289 | 499,289 | 511,770 CHF | 515,767 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 499,875 | 499,875 | 512,652 CHF | 516,651 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 498,095 | 498,095 | 510,508 CHF | 514,501 CHF | 96.58% | 96.58% |
04/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 497,788 | 497,788 | 509,683 CHF | 513,674 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 498,731 | 498,731 | 509,877 CHF | 513,872 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 101.80 % | 102.60 % | 500,000 | 500,000 | 497,711 | 497,711 | 506,633 CHF | 510,624 CHF | 100.00% | 100.00% |