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% | 103.63 % | 104.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,236 CHF | 521,736 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.91 % | 104.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,324 CHF | 521,824 CHF | 78.75% | 78.75% |
11/07/2024 | 0.48% | 103.94 % | 104.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,096 CHF | 522,596 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,159 CHF | 520,659 CHF | 94.74% | 94.74% |
09/07/2024 | 0.48% | 103.39 % | 103.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,998 CHF | 520,498 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,343 CHF | 520,843 CHF | 99.76% | 99.76% |
05/07/2024 | 0.48% | 103.18 % | 103.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,255 CHF | 518,755 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.28 % | 103.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,041 CHF | 518,541 CHF | 98.25% | 98.25% |
03/07/2024 | 0.49% | 102.87 % | 103.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,038 CHF | 515,538 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 103.02 % | 103.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,656 CHF | 515,156 CHF | 100.00% | 100.00% |