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 | 0.85% | 94.60 % | 95.40 % | 500,000 | 500,000 | 147,763 | 147,763 | 139,403 CHF | 140,587 CHF | 100.00% | 100.00% |
12/07/2024 | 1.07% | 94.70 % | 95.70 % | 500,000 | 500,000 | 148,151 | 148,151 | 139,290 CHF | 140,771 CHF | 100.00% | 100.00% |
11/07/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 147,963 | 147,963 | 139,226 CHF | 140,707 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 148,083 | 148,083 | 140,309 CHF | 141,495 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 146,541 | 146,541 | 139,472 CHF | 140,646 CHF | 99.59% | 99.59% |
08/07/2024 | 1.07% | 94.70 % | 95.70 % | 500,000 | 500,000 | 147,583 | 147,583 | 139,353 CHF | 140,832 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 92.30 % | 93.30 % | 500,000 | 500,000 | 147,924 | 147,924 | 134,493 CHF | 135,974 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 90.50 % | 91.30 % | 50,000 | 50,000 | 49,989 | 49,989 | 45,254 CHF | 45,654 CHF | 99.45% | 99.45% |
03/07/2024 | 0.88% | 90.20 % | 91.00 % | 500,000 | 500,000 | 148,178 | 148,178 | 133,456 CHF | 134,641 CHF | 100.00% | 100.00% |
02/07/2024 | 1.12% | 88.70 % | 89.70 % | 500,000 | 500,000 | 148,234 | 148,234 | 131,816 CHF | 133,298 CHF | 99.99% | 99.99% |