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% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,615 CHF | 517,115 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.83 % | 103.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,336 CHF | 515,836 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 102.72 % | 103.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,193 CHF | 516,693 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.74 % | 103.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,520 CHF | 516,020 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.71 % | 103.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,542 CHF | 516,042 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,456 CHF | 514,956 CHF | 99.79% | 99.79% |
05/07/2024 | 0.49% | 102.12 % | 102.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,084 CHF | 513,584 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.23 % | 102.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,808 CHF | 513,308 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.91 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,352 CHF | 512,852 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.94 % | 102.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,550 CHF | 511,050 CHF | 100.00% | 100.00% |