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 | 500,000 | 500,000 | 513,799 CHF | 517,799 CHF | 98.59% | 98.59% |
12/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,912 CHF | 514,912 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,997 CHF | 513,997 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,000 CHF | 514,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,105 CHF | 513,105 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,866 CHF | 513,866 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,401 CHF | 514,401 CHF | 96.58% | 96.58% |
04/07/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,488 CHF | 511,488 CHF | 99.46% | 99.46% |
03/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,799 CHF | 511,799 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,461 CHF | 510,461 CHF | 100.00% | 100.00% |