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 | 0.79% | 101.90 % | 102.70 % | 500,000 | 500,000 | 142,700 | 142,700 | 145,411 CHF | 146,554 CHF | 98.59% | 98.59% |
12/07/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 148,294 | 148,294 | 151,112 CHF | 152,595 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 147,772 | 147,772 | 150,579 CHF | 152,058 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 148,230 | 148,230 | 151,194 CHF | 152,380 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 146,682 | 146,682 | 149,469 CHF | 150,643 CHF | 99.58% | 99.58% |
08/07/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 147,255 | 147,255 | 150,052 CHF | 151,525 CHF | 99.69% | 99.69% |
05/07/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 151,563 | 151,563 | 154,141 CHF | 155,657 CHF | 96.58% | 96.58% |
04/07/2024 | 0.79% | 101.80 % | 102.60 % | 50,000 | 50,000 | 49,778 | 49,778 | 50,674 CHF | 51,073 CHF | 99.45% | 99.45% |
03/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,164 | 148,164 | 150,831 CHF | 152,017 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,110 | 148,110 | 150,628 CHF | 152,110 CHF | 100.00% | 100.00% |