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 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 148,364 | 148,364 | 145,842 CHF | 147,029 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 148,300 | 148,300 | 145,087 CHF | 146,570 CHF | 100.00% | 100.00% |
11/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 148,213 | 148,213 | 144,716 CHF | 146,198 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 148,226 | 148,226 | 144,792 CHF | 145,978 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 146,762 | 146,762 | 143,047 CHF | 144,221 CHF | 99.59% | 99.59% |
08/07/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 148,363 | 148,363 | 145,000 CHF | 146,483 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 148,206 | 148,206 | 145,260 CHF | 146,742 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.40 % | 99.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,211 CHF | 49,611 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 148,234 | 148,234 | 145,966 CHF | 147,152 CHF | 100.00% | 100.00% |
02/07/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 148,324 | 148,324 | 144,603 CHF | 146,087 CHF | 100.00% | 100.00% |