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 | 0.75% | 105.10 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,348 CHF | 533,348 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 105.20 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,499 CHF | 529,499 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 104.40 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,199 CHF | 527,199 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,507 CHF | 516,507 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,849 CHF | 515,849 CHF | 99.59% | 99.59% |
08/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,911 CHF | 513,911 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,060 CHF | 517,060 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,073 CHF | 513,073 CHF | 99.46% | 99.46% |
03/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,042 CHF | 516,042 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,006 CHF | 515,006 CHF | 100.00% | 100.00% |