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% | 102.72 % | 103.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,536 CHF | 516,036 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.69 % | 103.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,073 CHF | 514,573 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,540 CHF | 517,040 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.72 % | 103.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,247 CHF | 515,747 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,184 CHF | 515,684 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,090 CHF | 515,590 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,004 CHF | 515,504 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.47 % | 102.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,470 CHF | 514,970 CHF | 98.25% | 98.25% |
03/07/2024 | 0.49% | 102.39 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,345 CHF | 513,845 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.96 % | 102.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,043 CHF | 511,543 CHF | 100.00% | 100.00% |