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% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,960 CHF | 511,960 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,887 CHF | 514,887 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,519 CHF | 516,519 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,701 CHF | 512,701 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,831 CHF | 515,831 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,538 CHF | 517,538 CHF | 99.54% | 99.54% |
05/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,234 CHF | 517,234 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,790 CHF | 507,790 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,050 CHF | 505,050 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,842 CHF | 497,842 CHF | 100.00% | 100.00% |