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 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,350 CHF | 516,850 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,885 CHF | 518,385 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,362 CHF | 517,862 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,815 CHF | 518,315 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,862 CHF | 519,362 CHF | 67.69% | 67.69% |
08/07/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,836 CHF | 520,336 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,272 CHF | 519,772 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,409 CHF | 519,909 CHF | 98.55% | 98.55% |
03/07/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,711 CHF | 520,211 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,272 CHF | 517,772 CHF | 99.38% | 99.38% |