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 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,284 CHF | 514,284 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,674 CHF | 514,674 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,870 CHF | 515,870 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,888 CHF | 513,888 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,446 CHF | 514,446 CHF | 99.58% | 99.58% |
08/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,543 CHF | 513,543 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,854 CHF | 511,854 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,874 CHF | 513,874 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,382 CHF | 513,382 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,186 CHF | 512,186 CHF | 100.00% | 100.00% |