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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,266 | 148,266 | 148,830 CHF | 150,017 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 148,276 | 148,276 | 148,566 CHF | 150,049 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 148,257 | 148,257 | 148,688 CHF | 150,171 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,230 | 148,230 | 148,580 CHF | 149,766 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 146,767 | 146,767 | 146,787 CHF | 147,961 CHF | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,260 | 148,260 | 148,634 CHF | 150,117 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,184 | 148,184 | 148,367 CHF | 149,849 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.20 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,053 CHF | 50,453 CHF | 99.46% | 99.46% |
03/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,182 | 148,182 | 148,071 CHF | 149,257 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,269 | 148,269 | 147,083 CHF | 148,566 CHF | 100.00% | 100.00% |