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 | 0.45% | 110.67 % | 111.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,821 CHF | 556,321 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 110.68 % | 111.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,169 CHF | 555,669 CHF | 78.76% | 78.76% |
11/07/2024 | 0.45% | 110.70 % | 111.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,048 CHF | 555,548 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 110.48 % | 110.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,795 CHF | 555,295 CHF | 94.73% | 94.73% |
09/07/2024 | 0.45% | 110.34 % | 110.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,050 CHF | 554,550 CHF | 97.75% | 97.75% |
08/07/2024 | 0.45% | 110.49 % | 110.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,413 CHF | 554,913 CHF | 99.77% | 99.77% |
05/07/2024 | 0.45% | 110.45 % | 110.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,226 CHF | 554,726 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 110.28 % | 110.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,906 CHF | 554,406 CHF | 98.26% | 98.26% |
03/07/2024 | 0.45% | 110.32 % | 110.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,566 CHF | 554,066 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 110.21 % | 110.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,897 CHF | 554,397 CHF | 100.00% | 100.00% |