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 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,665 CHF | 518,665 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,112 CHF | 516,112 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,983 CHF | 517,983 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,303 CHF | 517,303 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,207 CHF | 519,207 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,457 CHF | 518,457 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,641 CHF | 518,641 CHF | 97.13% | 97.13% |
04/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,680 CHF | 517,680 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,739 CHF | 517,739 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,529 CHF | 516,529 CHF | 100.00% | 100.00% |