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% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,597 CHF | 525,097 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 104.55 % | 105.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,617 CHF | 525,117 CHF | 99.39% | 99.39% |
11/07/2024 | 0.48% | 104.55 % | 105.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,816 CHF | 525,316 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 104.50 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,017 CHF | 525,517 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 104.70 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,482 CHF | 525,982 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 104.70 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,697 CHF | 526,316 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 104.75 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,747 CHF | 526,348 CHF | 99.35% | 99.35% |
04/07/2024 | 0.52% | 104.75 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,750 CHF | 526,498 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 104.80 % | 105.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,824 CHF | 526,574 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 104.70 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,398 CHF | 525,904 CHF | 98.67% | 98.67% |