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 | 0.82% | 96.10 % | 96.90 % | 500,000 | 500,000 | 148,271 | 148,271 | 142,930 CHF | 144,116 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 98.10 % | 99.10 % | 500,000 | 500,000 | 148,207 | 148,207 | 144,935 CHF | 146,417 CHF | 100.00% | 100.00% |
11/07/2024 | 1.04% | 96.90 % | 97.90 % | 500,000 | 500,000 | 148,254 | 148,254 | 143,029 CHF | 144,511 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 148,228 | 148,228 | 142,590 CHF | 143,776 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 146,754 | 146,754 | 143,310 CHF | 144,484 CHF | 99.59% | 99.59% |
08/07/2024 | 1.01% | 97.10 % | 98.10 % | 500,000 | 500,000 | 148,193 | 148,193 | 145,298 CHF | 146,780 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 148,243 | 148,243 | 145,644 CHF | 147,127 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 98.10 % | 98.90 % | 50,000 | 50,000 | 49,914 | 49,914 | 48,817 CHF | 49,217 CHF | 99.45% | 99.45% |
03/07/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 148,222 | 148,222 | 143,577 CHF | 144,763 CHF | 100.00% | 100.00% |
02/07/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 148,334 | 148,334 | 142,724 CHF | 144,207 CHF | 100.00% | 100.00% |