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% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,299 CHF | 520,299 CHF | 99.70% | 99.70% |
12/07/2024 | 0.97% | 103.10 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,733 CHF | 519,733 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,840 CHF | 517,840 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,509 CHF | 519,509 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,706 CHF | 516,706 CHF | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,442 CHF | 514,442 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,574 CHF | 511,574 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,285 CHF | 508,285 CHF | 99.38% | 99.38% |
03/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,640 CHF | 510,640 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,081 CHF | 507,081 CHF | 100.00% | 100.00% |