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 | 0.82% | 102.20 % | 103.00 % | 500,000 | 500,000 | 144,154 | 144,154 | 147,323 CHF | 148,485 CHF | 99.84% | 99.84% |
12/07/2024 | 1.01% | 101.90 % | 102.90 % | 500,000 | 500,000 | 146,373 | 146,373 | 148,765 CHF | 150,236 CHF | 98.26% | 98.26% |
11/07/2024 | 1.01% | 101.80 % | 102.80 % | 500,000 | 500,000 | 144,842 | 144,842 | 147,495 CHF | 148,952 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 101.90 % | 102.70 % | 500,000 | 500,000 | 145,054 | 145,054 | 147,869 CHF | 149,037 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 102.40 % | 103.20 % | 500,000 | 500,000 | 145,251 | 145,251 | 148,540 CHF | 149,710 CHF | 99.67% | 99.67% |
08/07/2024 | 1.00% | 102.80 % | 103.80 % | 500,000 | 500,000 | 145,074 | 145,074 | 149,067 CHF | 150,525 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 102.90 % | 103.90 % | 500,000 | 500,000 | 145,002 | 145,002 | 149,381 CHF | 150,838 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 103.70 % | 104.50 % | 50,000 | 50,000 | 48,967 | 48,967 | 50,732 CHF | 51,128 CHF | 99.45% | 99.45% |
03/07/2024 | 0.83% | 103.50 % | 104.30 % | 500,000 | 500,000 | 143,170 | 143,170 | 148,301 CHF | 149,462 CHF | 100.00% | 100.00% |
02/07/2024 | 1.03% | 103.40 % | 104.40 % | 500,000 | 500,000 | 143,236 | 143,236 | 148,130 CHF | 149,579 CHF | 99.16% | 99.16% |