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 | 1.72% | 99.50 % | 101.40 % | 50,000 | 50,000 | 120,275 | 120,275 | 119,809 CHF | 121,235 CHF | 99.69% | 99.69% |
12/07/2024 | 1.71% | 100.70 % | 102.60 % | 50,000 | 50,000 | 115,511 | 115,511 | 116,469 CHF | 117,863 CHF | 98.47% | 98.47% |
11/07/2024 | 1.72% | 100.00 % | 101.90 % | 50,000 | 50,000 | 119,701 | 119,701 | 119,376 CHF | 120,798 CHF | 99.55% | 99.55% |
10/07/2024 | 1.75% | 98.60 % | 100.50 % | 50,000 | 50,000 | 119,329 | 119,329 | 116,556 CHF | 117,976 CHF | 99.47% | 99.47% |
09/07/2024 | 1.77% | 96.60 % | 98.50 % | 50,000 | 50,000 | 120,449 | 120,449 | 116,282 CHF | 117,709 CHF | 99.26% | 99.26% |
08/07/2024 | 1.77% | 96.80 % | 98.70 % | 50,000 | 50,000 | 119,895 | 119,895 | 116,218 CHF | 117,642 CHF | 99.60% | 99.60% |
05/07/2024 | 1.77% | 96.70 % | 98.60 % | 50,000 | 50,000 | 115,344 | 115,344 | 112,635 CHF | 114,028 CHF | 98.42% | 98.42% |
04/07/2024 | 1.74% | 99.00 % | 100.90 % | 50,000 | 50,000 | 118,075 | 118,009 | 116,877 CHF | 118,223 CHF | 98.50% | 98.50% |
03/07/2024 | 1.74% | 100.10 % | 102.00 % | 50,000 | 50,000 | 120,024 | 120,024 | 117,808 CHF | 119,233 CHF | 99.63% | 99.63% |
02/07/2024 | 1.75% | 97.70 % | 99.60 % | 50,000 | 50,000 | 119,795 | 119,234 | 117,101 CHF | 117,965 CHF | 99.59% | 99.59% |