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% | 101.60 % | 102.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 508,000 CHF | 102,400 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,000 CHF | 102,400 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,000 CHF | 102,400 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,918 CHF | 102,184 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,500 CHF | 102,300 CHF | 99.27% | 99.27% |
08/07/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,000 CHF | 102,400 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,522 CHF | 102,304 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,500 CHF | 102,100 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,418 CHF | 102,084 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,501 CHF | 102,100 CHF | 100.00% | 100.00% |