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% | 104.80 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,726 CHF | 527,226 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.77 % | 105.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,269 CHF | 526,769 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.41 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,678 CHF | 529,178 CHF | 99.98% | 99.98% |
10/07/2024 | 0.47% | 105.15 % | 105.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,213 CHF | 527,713 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,449 CHF | 527,949 CHF | 97.75% | 97.75% |
08/07/2024 | 0.47% | 104.77 % | 105.27 % | 500,000 | 500,000 | 499,876 | 500,000 | 525,000 CHF | 527,630 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.70 % | 106.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,634 CHF | 531,134 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.00 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,277 CHF | 532,777 CHF | 98.26% | 98.26% |
03/07/2024 | 0.47% | 106.02 % | 106.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,684 CHF | 532,184 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.52 % | 106.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,079 CHF | 529,579 CHF | 100.00% | 100.00% |