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 | 1.50% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,265 | 148,265 | 149,931 CHF | 151,485 CHF | 100.00% | 100.00% |
12/07/2024 | 1.51% | 101.30 % | 102.10 % | 500,000 | 500,000 | 148,345 | 148,345 | 150,109 CHF | 151,663 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,255 | 148,255 | 149,369 CHF | 151,219 CHF | 100.00% | 100.00% |
10/07/2024 | 1.70% | 100.40 % | 101.40 % | 500,000 | 500,000 | 148,228 | 148,228 | 149,218 CHF | 151,068 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 101.30 % | 102.10 % | 500,000 | 500,000 | 146,766 | 146,766 | 148,869 CHF | 150,412 CHF | 99.59% | 99.59% |
08/07/2024 | 1.49% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,193 | 148,193 | 151,173 CHF | 152,726 CHF | 100.00% | 100.00% |
05/07/2024 | 1.68% | 102.10 % | 103.10 % | 500,000 | 500,000 | 148,233 | 148,233 | 151,205 CHF | 153,055 CHF | 100.00% | 100.00% |
04/07/2024 | 1.61% | 102.60 % | 104.00 % | 50,000 | 50,000 | 49,914 | 49,914 | 51,166 CHF | 51,997 CHF | 99.45% | 99.45% |
03/07/2024 | 1.48% | 102.50 % | 103.30 % | 500,000 | 500,000 | 148,216 | 148,216 | 152,331 CHF | 153,884 CHF | 100.00% | 100.00% |
02/07/2024 | 1.66% | 103.20 % | 104.20 % | 500,000 | 500,000 | 148,321 | 148,321 | 152,988 CHF | 154,838 CHF | 100.00% | 100.00% |