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% | 103.31 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,778 CHF | 519,278 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,931 CHF | 520,431 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.54 % | 104.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,506 CHF | 520,006 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,144 CHF | 518,644 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,744 CHF | 519,244 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.26 % | 103.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,438 CHF | 518,938 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,206 CHF | 519,706 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.69 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,799 CHF | 520,299 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.57 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,206 CHF | 520,706 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.31 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,130 CHF | 519,630 CHF | 100.00% | 100.00% |