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% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,717 CHF | 516,217 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,869 CHF | 516,369 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 102.77 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,755 CHF | 516,255 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.69 % | 103.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,021 CHF | 515,521 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,305 CHF | 515,805 CHF | 97.76% | 97.76% |
08/07/2024 | 0.49% | 102.63 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,525 CHF | 516,025 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 102.71 % | 103.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,904 CHF | 516,404 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,996 CHF | 517,496 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,853 CHF | 517,353 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.79 % | 103.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,855 CHF | 516,355 CHF | 100.00% | 100.00% |