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% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,446 CHF | 531,946 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.60 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,155 CHF | 534,655 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.24 % | 106.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,129 CHF | 533,629 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.92 % | 106.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,278 CHF | 530,778 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.52 % | 106.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,007 CHF | 530,507 CHF | 97.76% | 97.76% |
08/07/2024 | 0.47% | 105.77 % | 106.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,505 CHF | 532,005 CHF | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.90 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,555 CHF | 533,055 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.96 % | 106.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,368 CHF | 531,868 CHF | 98.25% | 98.25% |
03/07/2024 | 0.47% | 105.88 % | 106.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,758 CHF | 531,258 CHF | 99.99% | 99.99% |
02/07/2024 | 0.47% | 105.67 % | 106.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,684 CHF | 529,184 CHF | 100.00% | 100.00% |