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% | 94.10 % | 94.90 % | 500,000 | 500,000 | 148,212 | 148,212 | 139,212 CHF | 140,397 CHF | 100.00% | 100.00% |
12/07/2024 | 1.06% | 94.30 % | 95.30 % | 500,000 | 500,000 | 148,235 | 148,235 | 139,651 CHF | 141,133 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 148,224 | 148,224 | 138,199 CHF | 139,681 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 148,234 | 148,234 | 142,396 CHF | 143,582 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 146,774 | 146,774 | 140,936 CHF | 142,110 CHF | 99.58% | 99.58% |
08/07/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 148,312 | 148,312 | 142,458 CHF | 143,941 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 148,199 | 148,199 | 142,026 CHF | 143,508 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.30 % | 97.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,157 CHF | 48,557 CHF | 99.46% | 99.46% |
03/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 148,262 | 148,262 | 142,519 CHF | 143,705 CHF | 100.00% | 100.00% |
02/07/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 148,330 | 148,330 | 141,386 CHF | 142,870 CHF | 100.00% | 100.00% |