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% | 105.20 % | 105.70 % | 500,000 | 500,000 | 144,604 | 144,604 | 152,120 CHF | 152,849 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 105.30 % | 105.80 % | 500,000 | 500,000 | 145,067 | 145,067 | 152,618 CHF | 153,347 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 105.40 % | 105.90 % | 500,000 | 500,000 | 144,671 | 144,671 | 152,686 CHF | 153,415 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 105.30 % | 105.80 % | 500,000 | 500,000 | 145,143 | 145,143 | 152,871 CHF | 153,600 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 105.30 % | 105.80 % | 500,000 | 500,000 | 145,073 | 145,073 | 152,735 CHF | 153,464 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 105.40 % | 105.90 % | 500,000 | 500,000 | 145,120 | 145,120 | 153,069 CHF | 153,798 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 105.40 % | 105.90 % | 500,000 | 500,000 | 144,949 | 144,949 | 152,914 CHF | 153,643 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 105.50 % | 106.00 % | 50,000 | 50,000 | 49,779 | 49,779 | 52,528 CHF | 52,778 CHF | 99.45% | 99.45% |
03/07/2024 | 0.49% | 105.50 % | 106.00 % | 500,000 | 500,000 | 145,011 | 145,011 | 152,606 CHF | 153,335 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 105.10 % | 105.60 % | 500,000 | 500,000 | 144,933 | 144,933 | 152,447 CHF | 153,176 CHF | 100.00% | 100.00% |