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 | 0.53% | 98.10 % | 98.60 % | 500,000 | 500,000 | 144,908 | 144,908 | 141,934 CHF | 142,663 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,188 | 145,188 | 141,991 CHF | 142,720 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 97.50 % | 98.00 % | 500,000 | 500,000 | 144,744 | 144,744 | 141,423 CHF | 142,152 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 97.80 % | 98.30 % | 500,000 | 500,000 | 144,970 | 144,970 | 141,573 CHF | 142,302 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 97.50 % | 98.00 % | 500,000 | 500,000 | 145,770 | 145,770 | 142,438 CHF | 143,171 CHF | 99.10% | 99.10% |
08/07/2024 | 0.54% | 97.00 % | 97.50 % | 500,000 | 500,000 | 144,397 | 144,397 | 140,241 CHF | 140,969 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 96.40 % | 96.90 % | 500,000 | 500,000 | 144,918 | 144,918 | 138,930 CHF | 139,659 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 95.70 % | 96.20 % | 50,000 | 50,000 | 49,989 | 49,989 | 47,842 CHF | 48,092 CHF | 99.45% | 99.45% |
03/07/2024 | 0.54% | 95.60 % | 96.10 % | 500,000 | 500,000 | 145,041 | 145,041 | 138,598 CHF | 139,327 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 95.20 % | 95.70 % | 500,000 | 500,000 | 145,130 | 145,130 | 138,224 CHF | 138,953 CHF | 100.00% | 100.00% |