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 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 481,350 | 481,350 | 481,809 CHF | 485,660 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.30 % | 101.30 % | 50,000 | 50,000 | 481,437 | 481,437 | 482,454 CHF | 487,268 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.10 % | 101.10 % | 50,000 | 50,000 | 481,439 | 481,439 | 481,603 CHF | 486,418 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 481,427 | 481,427 | 480,909 CHF | 484,761 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.70 % | 100.50 % | 50,000 | 50,000 | 481,328 | 481,328 | 480,763 CHF | 484,614 CHF | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.60 % | 100.60 % | 50,000 | 50,000 | 481,318 | 481,318 | 480,498 CHF | 485,311 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.80 % | 100.80 % | 50,000 | 50,000 | 481,288 | 481,288 | 480,785 CHF | 485,598 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 481,236 | 481,236 | 481,221 CHF | 485,071 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.80 % | 102.60 % | 50,000 | 50,000 | 481,341 | 481,341 | 490,180 CHF | 494,031 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.50 % | 102.50 % | 50,000 | 50,000 | 481,423 | 481,423 | 488,476 CHF | 493,290 CHF | 100.00% | 100.00% |