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 | 0.77% | 103.10 % | 103.90 % | 50,000 | 50,000 | 481,376 | 481,376 | 496,298 CHF | 500,149 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 103.00 % | 104.00 % | 50,000 | 50,000 | 481,457 | 481,457 | 495,453 CHF | 500,267 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 102.90 % | 103.90 % | 50,000 | 50,000 | 481,360 | 481,360 | 495,319 CHF | 500,133 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.00 % | 103.80 % | 50,000 | 50,000 | 481,427 | 481,427 | 495,870 CHF | 499,721 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 103.00 % | 103.80 % | 50,000 | 50,000 | 481,245 | 481,245 | 495,682 CHF | 499,532 CHF | 99.59% | 99.59% |
08/07/2024 | 0.97% | 102.90 % | 103.90 % | 50,000 | 50,000 | 481,318 | 481,318 | 495,277 CHF | 500,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 102.90 % | 103.90 % | 50,000 | 50,000 | 481,339 | 481,339 | 495,297 CHF | 500,111 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.00 % | 103.80 % | 50,000 | 50,000 | 481,232 | 481,232 | 495,457 CHF | 499,307 CHF | 99.45% | 99.45% |
03/07/2024 | 0.77% | 102.90 % | 103.70 % | 50,000 | 50,000 | 481,341 | 481,341 | 495,300 CHF | 499,151 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 102.90 % | 103.90 % | 50,000 | 50,000 | 481,423 | 481,423 | 495,384 CHF | 500,198 CHF | 100.00% | 100.00% |