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 | 513,294 CHF | 517,294 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,550 CHF | 513,550 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,959 CHF | 509,959 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,027 CHF | 510,027 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,843 CHF | 513,843 CHF | 99.59% | 99.59% |
08/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,263 CHF | 511,263 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,893 CHF | 503,893 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,440 CHF | 506,440 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,245 CHF | 508,245 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,666 CHF | 507,666 CHF | 100.00% | 100.00% |