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 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,857 CHF | 516,357 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,880 CHF | 516,380 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,487 CHF | 515,987 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,784 CHF | 516,284 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,342 CHF | 516,842 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,000 CHF | 516,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,051 CHF | 516,551 CHF | 97.13% | 97.13% |
04/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,995 CHF | 516,495 CHF | 99.45% | 99.45% |
03/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,798 CHF | 516,298 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,488 CHF | 515,988 CHF | 100.00% | 100.00% |