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% | 101.50 % | 102.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,757 CHF | 102,351 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 CHF | 512,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 511,000 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,507 CHF | 509,507 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,822 CHF | 510,822 CHF | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 510,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,264 CHF | 510,264 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,330 CHF | 509,330 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,158 CHF | 508,158 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,907 CHF | 507,907 CHF | 100.00% | 100.00% |