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 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,198 | 148,198 | 152,196 CHF | 153,382 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 148,224 | 148,224 | 151,936 CHF | 153,418 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 148,276 | 148,276 | 151,918 CHF | 153,401 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 147,772 | 147,772 | 151,193 CHF | 152,377 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 146,779 | 146,779 | 150,027 CHF | 151,201 CHF | 99.59% | 99.59% |
08/07/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 148,387 | 148,387 | 151,757 CHF | 153,241 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 102.00 % | 103.00 % | 500,000 | 500,000 | 148,199 | 148,199 | 151,218 CHF | 152,700 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.20 % | 103.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,132 CHF | 51,532 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 148,236 | 148,236 | 151,467 CHF | 152,653 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 148,339 | 148,339 | 150,993 CHF | 152,476 CHF | 100.00% | 100.00% |