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% | 107.26 % | 107.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,139 CHF | 538,639 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 107.25 % | 107.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,999 CHF | 538,499 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 107.13 % | 107.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,639 CHF | 538,139 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 107.00 % | 107.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,178 CHF | 537,678 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 106.99 % | 107.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,062 CHF | 537,562 CHF | 97.75% | 97.75% |
08/07/2024 | 0.47% | 107.02 % | 107.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,087 CHF | 537,587 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 106.86 % | 107.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,666 CHF | 537,166 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.77 % | 107.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,050 CHF | 536,550 CHF | 98.26% | 98.26% |
03/07/2024 | 0.47% | 106.71 % | 107.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,574 CHF | 536,074 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.39 % | 106.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,378 CHF | 533,878 CHF | 100.00% | 100.00% |