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 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,448 CHF | 526,448 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 104.70 % | 105.70 % | 500,000 | 500,000 | 498,896 | 498,896 | 521,474 CHF | 526,467 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 104.90 % | 105.70 % | 500,000 | 500,000 | 494,814 | 494,814 | 518,366 CHF | 522,347 CHF | 99.51% | 99.51% |
10/07/2024 | 0.76% | 104.60 % | 105.40 % | 500,000 | 500,000 | 499,899 | 499,899 | 521,359 CHF | 525,359 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 499,161 | 499,161 | 517,548 CHF | 522,543 CHF | 99.58% | 99.58% |
08/07/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 498,729 | 498,729 | 516,236 CHF | 521,229 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 104.10 % | 104.90 % | 500,000 | 500,000 | 498,825 | 498,825 | 517,382 CHF | 521,377 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 498,617 | 498,617 | 514,284 CHF | 518,279 CHF | 99.45% | 99.45% |
03/07/2024 | 0.99% | 102.70 % | 103.70 % | 500,000 | 500,000 | 489,065 | 489,065 | 499,135 CHF | 504,071 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 100.50 % | 101.50 % | 500,000 | 500,000 | 497,913 | 497,913 | 499,429 CHF | 504,416 CHF | 100.00% | 100.00% |