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 | 0.52% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,617 | 144,617 | 146,057 CHF | 146,786 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,164 | 145,164 | 148,614 CHF | 149,344 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 102.40 % | 102.90 % | 500,000 | 500,000 | 144,956 | 144,956 | 148,534 CHF | 149,263 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,029 | 145,029 | 148,468 CHF | 149,197 CHF | 99.53% | 99.53% |
09/07/2024 | 0.52% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,088 | 145,088 | 145,355 CHF | 146,084 CHF | 99.99% | 99.99% |
08/07/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,135 | 145,135 | 144,560 CHF | 145,289 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,222 CHF | 145,951 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.00 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,467 CHF | 50,717 CHF | 99.45% | 99.45% |
03/07/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,366 | 145,366 | 146,789 CHF | 147,520 CHF | 99.71% | 99.71% |
02/07/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,132 | 145,132 | 144,176 CHF | 144,905 CHF | 100.00% | 100.00% |