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 | 0.47% | 106.04 % | 106.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,324 CHF | 532,824 CHF | 99.07% | 99.07% |
12/07/2024 | 0.47% | 106.02 % | 106.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,442 CHF | 531,942 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.99 % | 106.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,091 CHF | 533,591 CHF | 99.08% | 99.08% |
10/07/2024 | 0.47% | 106.19 % | 106.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,389 CHF | 533,889 CHF | 93.81% | 93.81% |
09/07/2024 | 0.47% | 106.22 % | 106.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,281 CHF | 533,781 CHF | 96.85% | 96.85% |
08/07/2024 | 0.47% | 106.17 % | 106.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,435 CHF | 532,935 CHF | 98.36% | 98.36% |
05/07/2024 | 0.47% | 106.09 % | 106.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,560 CHF | 533,060 CHF | 99.18% | 99.18% |
04/07/2024 | 0.47% | 106.09 % | 106.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,636 CHF | 533,136 CHF | 97.44% | 97.44% |
03/07/2024 | 0.47% | 106.08 % | 106.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,229 CHF | 531,729 CHF | 99.18% | 99.18% |
02/07/2024 | 0.47% | 105.81 % | 106.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,197 CHF | 531,697 CHF | 99.18% | 99.18% |