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% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,871 CHF | 519,871 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,300 CHF | 517,300 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,354 CHF | 510,354 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,502 CHF | 509,502 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,318 CHF | 510,318 CHF | 99.28% | 99.28% |
08/07/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,259 CHF | 509,259 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,517 CHF | 508,517 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,264 CHF | 506,264 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,817 CHF | 504,817 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,196 CHF | 499,196 CHF | 100.00% | 100.00% |