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 | 0.50% | 103.50 % | 104.00 % | 500,000 | 500,000 | 140,837 | 140,837 | 145,766 CHF | 146,473 CHF | 98.57% | 98.57% |
12/07/2024 | 0.50% | 103.70 % | 104.20 % | 500,000 | 500,000 | 145,291 | 145,291 | 150,766 CHF | 151,495 CHF | 99.83% | 99.83% |
11/07/2024 | 0.50% | 103.70 % | 104.20 % | 500,000 | 500,000 | 145,121 | 145,121 | 150,417 CHF | 151,146 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 103.40 % | 103.90 % | 500,000 | 500,000 | 145,135 | 145,135 | 149,961 CHF | 150,690 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 103.50 % | 104.00 % | 500,000 | 500,000 | 145,132 | 145,132 | 149,905 CHF | 150,635 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,140 | 145,140 | 149,590 CHF | 150,319 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 103.30 % | 103.80 % | 500,000 | 500,000 | 145,229 | 145,229 | 150,058 CHF | 150,787 CHF | 99.86% | 99.86% |
04/07/2024 | 0.48% | 103.00 % | 103.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,530 CHF | 51,780 CHF | 99.45% | 99.45% |
03/07/2024 | 0.50% | 103.20 % | 103.70 % | 500,000 | 500,000 | 145,135 | 145,135 | 149,721 CHF | 150,450 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,137 | 145,137 | 149,299 CHF | 150,028 CHF | 100.00% | 100.00% |