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 | 1.84% | 102.10 % | 103.10 % | 500,000 | 500,000 | 136,478 | 136,478 | 139,378 CHF | 141,057 CHF | 100.00% | 100.00% |
12/07/2024 | 1.48% | 103.00 % | 103.80 % | 500,000 | 500,000 | 148,222 | 148,222 | 152,779 CHF | 154,333 CHF | 100.00% | 100.00% |
11/07/2024 | 1.48% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,188 | 148,188 | 152,570 CHF | 154,123 CHF | 100.00% | 100.00% |
10/07/2024 | 1.70% | 102.00 % | 103.00 % | 500,000 | 500,000 | 148,278 | 148,278 | 150,766 CHF | 152,616 CHF | 100.00% | 100.00% |
09/07/2024 | 1.70% | 101.30 % | 102.30 % | 500,000 | 500,000 | 146,731 | 146,731 | 148,716 CHF | 150,553 CHF | 99.59% | 99.59% |
08/07/2024 | 1.50% | 101.40 % | 102.20 % | 500,000 | 500,000 | 148,216 | 148,216 | 149,942 CHF | 151,495 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 100.90 % | 101.70 % | 500,000 | 500,000 | 146,154 | 146,154 | 147,602 CHF | 149,137 CHF | 100.00% | 100.00% |
04/07/2024 | 1.61% | 102.30 % | 103.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,110 CHF | 51,942 CHF | 99.45% | 99.45% |
03/07/2024 | 1.80% | 102.10 % | 103.10 % | 500,000 | 500,000 | 140,606 | 140,606 | 143,054 CHF | 144,800 CHF | 100.00% | 100.00% |
02/07/2024 | 1.72% | 100.60 % | 101.60 % | 500,000 | 500,000 | 148,313 | 148,313 | 148,916 CHF | 150,766 CHF | 100.00% | 100.00% |