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% | 105.30 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,799 CHF | 529,299 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.85 % | 106.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,753 CHF | 531,253 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.71 % | 106.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,336 CHF | 530,836 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.61 % | 106.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,966 CHF | 530,466 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.49 % | 105.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,349 CHF | 529,849 CHF | 97.75% | 97.75% |
08/07/2024 | 0.47% | 105.49 % | 105.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,574 CHF | 530,074 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.38 % | 105.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,757 CHF | 530,257 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.62 % | 106.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,934 CHF | 530,434 CHF | 98.27% | 98.27% |
03/07/2024 | 0.47% | 105.42 % | 105.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,057 CHF | 529,557 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 105.07 % | 105.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,430 CHF | 526,930 CHF | 100.00% | 100.00% |