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 | 0.87% | 94.00 % | 94.80 % | 500,000 | 500,000 | 146,541 | 146,541 | 137,766 CHF | 138,944 CHF | 100.00% | 100.00% |
12/07/2024 | 1.06% | 94.80 % | 95.80 % | 500,000 | 500,000 | 148,166 | 148,166 | 140,015 CHF | 141,497 CHF | 100.00% | 100.00% |
11/07/2024 | 1.08% | 93.30 % | 94.30 % | 500,000 | 500,000 | 147,865 | 147,865 | 137,801 CHF | 139,281 CHF | 100.00% | 100.00% |
10/07/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 148,124 | 148,124 | 135,607 CHF | 136,793 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 90.70 % | 91.50 % | 500,000 | 500,000 | 146,949 | 146,949 | 133,972 CHF | 135,149 CHF | 99.28% | 99.28% |
08/07/2024 | 1.10% | 91.80 % | 92.80 % | 500,000 | 500,000 | 148,066 | 148,066 | 135,400 CHF | 136,882 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 90.80 % | 91.80 % | 500,000 | 500,000 | 148,104 | 148,104 | 134,434 CHF | 135,915 CHF | 99.99% | 99.99% |
04/07/2024 | 0.87% | 91.30 % | 92.10 % | 50,000 | 50,000 | 49,997 | 49,997 | 45,583 CHF | 45,983 CHF | 99.46% | 99.46% |
03/07/2024 | 0.88% | 90.90 % | 91.70 % | 500,000 | 500,000 | 148,016 | 148,016 | 134,565 CHF | 135,750 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 91.10 % | 92.10 % | 500,000 | 500,000 | 147,933 | 147,933 | 134,752 CHF | 136,232 CHF | 99.98% | 99.98% |