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 | 0.83% | 97.00 % | 97.80 % | 500,000 | 500,000 | 147,763 | 147,763 | 142,984 CHF | 144,168 CHF | 100.00% | 100.00% |
12/07/2024 | 1.03% | 97.20 % | 98.20 % | 500,000 | 500,000 | 148,150 | 148,150 | 143,398 CHF | 144,880 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 96.80 % | 97.80 % | 500,000 | 500,000 | 147,866 | 147,866 | 143,663 CHF | 145,144 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 148,083 | 148,083 | 144,856 CHF | 146,041 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 146,556 | 146,556 | 143,981 CHF | 145,155 CHF | 99.59% | 99.59% |
08/07/2024 | 1.03% | 98.20 % | 99.20 % | 500,000 | 500,000 | 147,583 | 147,583 | 144,593 CHF | 146,072 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 96.90 % | 97.90 % | 500,000 | 500,000 | 147,924 | 147,924 | 141,944 CHF | 143,424 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.20 % | 97.00 % | 50,000 | 50,000 | 49,989 | 49,989 | 48,091 CHF | 48,491 CHF | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 148,178 | 148,178 | 142,838 CHF | 144,024 CHF | 100.00% | 100.00% |
02/07/2024 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 148,265 | 148,265 | 142,268 CHF | 143,751 CHF | 100.00% | 100.00% |