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 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 148,271 | 148,271 | 145,634 CHF | 146,820 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,219 | 148,219 | 146,415 CHF | 147,897 CHF | 100.00% | 100.00% |
11/07/2024 | 1.02% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,255 | 148,255 | 145,124 CHF | 146,607 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 148,228 | 148,228 | 144,369 CHF | 145,555 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 146,784 | 146,784 | 145,620 CHF | 146,794 CHF | 99.59% | 99.59% |
08/07/2024 | 0.99% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,193 | 148,193 | 148,656 CHF | 150,138 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,233 | 148,233 | 149,697 CHF | 151,180 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.40 % | 102.20 % | 50,000 | 50,000 | 49,914 | 49,914 | 50,444 CHF | 50,844 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 148,222 | 148,222 | 149,151 CHF | 150,336 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 148,338 | 148,338 | 149,024 CHF | 150,507 CHF | 100.00% | 100.00% |