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% | 103.29 % | 103.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,563 CHF | 519,063 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.33 % | 103.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,627 CHF | 519,127 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,234 CHF | 518,734 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,627 CHF | 518,127 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,429 CHF | 517,929 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.06 % | 103.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,057 CHF | 517,557 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 102.99 % | 103.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,487 CHF | 516,987 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.73 % | 103.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,127 CHF | 515,627 CHF | 98.25% | 98.25% |
03/07/2024 | 0.49% | 102.58 % | 103.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,715 CHF | 515,215 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.56 % | 103.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,640 CHF | 514,140 CHF | 100.00% | 100.00% |