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% | 103.48 % | 103.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,933 CHF | 520,433 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.44 % | 103.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,674 CHF | 519,174 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,327 CHF | 520,827 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,294 CHF | 519,794 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.19 % | 103.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,220 CHF | 519,720 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.14 % | 103.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,921 CHF | 519,421 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,623 CHF | 522,123 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.20 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,904 CHF | 523,404 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 104.12 % | 104.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,321 CHF | 522,821 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.72 % | 104.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,313 CHF | 520,813 CHF | 100.00% | 100.00% |