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% | 103.83 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,881 CHF | 521,381 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.83 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,225 CHF | 520,725 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,521 CHF | 522,021 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.69 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,355 CHF | 520,855 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,055 CHF | 520,555 CHF | 97.75% | 97.75% |
08/07/2024 | 0.48% | 103.66 % | 104.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,232 CHF | 520,732 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,674 CHF | 520,174 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,907 CHF | 520,407 CHF | 98.27% | 98.27% |
03/07/2024 | 0.48% | 103.41 % | 103.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,567 CHF | 519,067 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,141 CHF | 517,641 CHF | 100.00% | 100.00% |