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 | 0.74% | 107.80 % | 108.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,893 CHF | 545,893 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 107.90 % | 108.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,702 CHF | 543,702 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 107.40 % | 108.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,405 CHF | 542,405 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 106.70 % | 107.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,794 CHF | 533,794 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 105.20 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,506 CHF | 531,506 CHF | 99.59% | 99.59% |
08/07/2024 | 0.94% | 105.30 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,853 CHF | 532,853 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 105.00 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,991 CHF | 531,991 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 105.60 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,285 CHF | 531,285 CHF | 99.45% | 99.45% |
03/07/2024 | 0.76% | 105.30 % | 106.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,685 CHF | 529,685 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 104.80 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,065 CHF | 526,065 CHF | 100.00% | 100.00% |