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 | 0.49% | 102.33 % | 102.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,085 CHF | 514,585 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.39 % | 103.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,350 CHF | 516,850 CHF | 78.76% | 78.76% |
11/07/2024 | 0.49% | 102.86 % | 103.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,484 CHF | 512,984 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.61 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,198 CHF | 508,698 CHF | 94.74% | 94.74% |
09/07/2024 | 0.49% | 100.33 % | 100.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,312 CHF | 506,812 CHF | 97.77% | 97.77% |
08/07/2024 | 0.49% | 102.27 % | 102.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,606 CHF | 515,106 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.07 % | 103.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,490 CHF | 520,990 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,815 CHF | 520,315 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,922 CHF | 518,422 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.23 % | 102.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,235 CHF | 511,735 CHF | 100.00% | 100.00% |