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 | 1.41% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,356 | 148,356 | 151,062 CHF | 152,572 CHF | 100.00% | 100.00% |
12/07/2024 | 1.41% | 101.70 % | 102.50 % | 500,000 | 500,000 | 148,223 | 148,223 | 150,737 CHF | 152,246 CHF | 100.00% | 100.00% |
11/07/2024 | 1.61% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,370 | 148,370 | 150,877 CHF | 152,684 CHF | 100.00% | 100.00% |
10/07/2024 | 1.61% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,336 | 148,336 | 150,569 CHF | 152,377 CHF | 100.00% | 100.00% |
09/07/2024 | 1.42% | 101.50 % | 102.30 % | 500,000 | 500,000 | 146,779 | 146,779 | 149,092 CHF | 150,591 CHF | 99.59% | 99.59% |
08/07/2024 | 1.41% | 101.50 % | 102.30 % | 500,000 | 500,000 | 148,366 | 148,366 | 150,636 CHF | 152,146 CHF | 100.00% | 100.00% |
05/07/2024 | 1.61% | 101.50 % | 102.50 % | 500,000 | 500,000 | 148,184 | 148,184 | 150,406 CHF | 152,214 CHF | 100.00% | 100.00% |
04/07/2024 | 1.48% | 101.60 % | 102.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,801 CHF | 51,558 CHF | 99.46% | 99.46% |
03/07/2024 | 1.41% | 101.60 % | 102.40 % | 500,000 | 500,000 | 148,236 | 148,236 | 150,692 CHF | 152,200 CHF | 100.00% | 100.00% |
02/07/2024 | 1.61% | 101.40 % | 102.40 % | 500,000 | 500,000 | 148,349 | 148,349 | 150,415 CHF | 152,222 CHF | 100.00% | 100.00% |