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 | 0.85% | 99.60 % | 100.40 % | 4,000,000 | 100,000 | 1,156,850 | 28,921 | 1,152,160 CHF | 29,039 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 99.50 % | 100.50 % | 4,000,000 | 100,000 | 1,175,350 | 29,384 | 1,169,450 CHF | 29,531 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 99.60 % | 100.60 % | 4,000,000 | 100,000 | 1,180,760 | 29,519 | 1,176,020 CHF | 29,696 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.80 % | 100.60 % | 4,000,000 | 100,000 | 1,185,520 | 29,638 | 1,183,150 CHF | 29,816 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 99.70 % | 100.50 % | 4,000,000 | 100,000 | 1,168,750 | 29,219 | 1,165,220 CHF | 29,366 CHF | 98.95% | 98.95% |
08/07/2024 | 1.01% | 99.60 % | 100.60 % | 4,000,000 | 100,000 | 1,177,220 | 29,430 | 1,172,490 CHF | 29,608 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.70 % | 100.70 % | 4,000,000 | 100,000 | 1,184,890 | 29,622 | 1,181,340 CHF | 29,830 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.50 % | 100.30 % | 400,000 | 10,000 | 399,531 | 9,988 | 397,533 CHF | 10,018 CHF | 99.45% | 99.45% |
03/07/2024 | 0.83% | 99.70 % | 100.50 % | 4,000,000 | 100,000 | 537,792 | 29,233 | 536,101 CHF | 29,366 CHF | 99.97% | 99.97% |
02/07/2024 | 1.01% | 99.40 % | 100.40 % | 500,000 | 100,000 | 147,897 | 29,579 | 146,996 CHF | 29,695 CHF | 100.00% | 100.00% |