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% | 107.00 % | 107.80 % | 100,000 | 100,000 | 29,553 | 29,553 | 31,556 CHF | 31,793 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 106.60 % | 107.60 % | 100,000 | 100,000 | 29,656 | 29,656 | 31,512 CHF | 31,809 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 106.20 % | 107.20 % | 100,000 | 100,000 | 29,582 | 29,582 | 31,464 CHF | 31,760 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 106.60 % | 107.40 % | 100,000 | 100,000 | 29,597 | 29,597 | 31,529 CHF | 31,766 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 106.30 % | 107.10 % | 100,000 | 100,000 | 29,289 | 29,289 | 31,227 CHF | 31,462 CHF | 99.58% | 99.58% |
08/07/2024 | 0.95% | 106.10 % | 107.10 % | 100,000 | 100,000 | 29,493 | 29,493 | 31,318 CHF | 31,613 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 105.80 % | 106.80 % | 500,000 | 500,000 | 147,934 | 147,934 | 155,583 CHF | 157,063 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 104.50 % | 105.30 % | 10,000 | 10,000 | 9,998 | 9,998 | 10,456 CHF | 10,536 CHF | 99.45% | 99.45% |
03/07/2024 | 0.77% | 104.30 % | 105.10 % | 100,000 | 100,000 | 29,828 | 29,828 | 31,119 CHF | 31,358 CHF | 99.03% | 99.03% |
02/07/2024 | 0.95% | 104.50 % | 105.50 % | 100,000 | 100,000 | 29,659 | 29,659 | 30,976 CHF | 31,272 CHF | 100.00% | 100.00% |