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% | 98.10 % | 98.90 % | 500,000 | 500,000 | 147,795 | 147,795 | 144,810 CHF | 145,993 CHF | 99.99% | 99.99% |
12/07/2024 | 1.03% | 97.70 % | 98.70 % | 500,000 | 500,000 | 147,824 | 147,824 | 144,329 CHF | 145,809 CHF | 100.00% | 100.00% |
11/07/2024 | 1.04% | 97.60 % | 98.60 % | 500,000 | 500,000 | 147,298 | 147,298 | 143,967 CHF | 145,444 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 148,208 | 148,208 | 144,252 CHF | 145,438 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 146,771 | 146,771 | 143,868 CHF | 145,043 CHF | 99.59% | 99.59% |
08/07/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 148,297 | 148,297 | 144,790 CHF | 146,273 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 148,132 | 148,132 | 144,121 CHF | 145,603 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 97.40 % | 98.20 % | 50,000 | 50,000 | 48,648 | 48,648 | 47,422 CHF | 47,817 CHF | 99.45% | 99.45% |
03/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 147,921 | 147,921 | 144,665 CHF | 145,850 CHF | 100.00% | 100.00% |
02/07/2024 | 1.03% | 97.20 % | 98.20 % | 500,000 | 500,000 | 147,881 | 147,881 | 143,841 CHF | 145,321 CHF | 100.00% | 100.00% |