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 | 1.85% | 101.90 % | 102.70 % | 500,000 | 500,000 | 146,110 | 146,110 | 148,881 CHF | 150,563 CHF | 100.00% | 100.00% |
12/07/2024 | 1.83% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,222 | 148,222 | 150,890 CHF | 152,615 CHF | 100.00% | 100.00% |
11/07/2024 | 2.02% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,260 | 148,260 | 150,780 CHF | 152,802 CHF | 100.00% | 100.00% |
10/07/2024 | 2.02% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,258 | 148,258 | 150,778 CHF | 152,800 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 101.80 % | 102.60 % | 500,000 | 500,000 | 144,878 | 144,878 | 147,481 CHF | 149,178 CHF | 99.58% | 99.58% |
08/07/2024 | 1.83% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,366 | 148,366 | 151,037 CHF | 152,763 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,211 | 148,211 | 150,731 CHF | 152,752 CHF | 100.00% | 100.00% |
04/07/2024 | 1.97% | 101.80 % | 103.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,900 CHF | 51,914 CHF | 99.45% | 99.45% |
03/07/2024 | 1.83% | 101.70 % | 102.50 % | 500,000 | 500,000 | 148,254 | 148,254 | 150,909 CHF | 152,634 CHF | 100.00% | 100.00% |
02/07/2024 | 2.03% | 101.70 % | 102.70 % | 500,000 | 500,000 | 147,938 | 147,938 | 150,453 CHF | 152,470 CHF | 100.00% | 100.00% |