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 | 1.01% | 99.90 % | 100.90 % | 500,000 | 500,000 | 147,419 | 147,419 | 147,197 CHF | 148,675 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,129 | 148,129 | 147,830 CHF | 149,016 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 147,819 | 147,819 | 148,043 CHF | 149,228 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,194 | 148,194 | 148,369 CHF | 149,851 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 146,619 | 146,619 | 146,766 CHF | 148,233 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,264 | 148,264 | 148,176 CHF | 149,362 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 99.40 % | 100.20 % | 500,000 | 500,000 | 147,960 | 147,960 | 147,126 CHF | 148,311 CHF | 100.00% | 100.00% |
04/07/2024 | 1.01% | 99.80 % | 100.80 % | 50,000 | 50,000 | 49,524 | 49,524 | 49,398 CHF | 49,895 CHF | 99.38% | 99.38% |
03/07/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,259 | 148,259 | 147,400 CHF | 148,883 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 99.40 % | 100.20 % | 500,000 | 500,000 | 147,970 | 147,970 | 147,068 CHF | 148,253 CHF | 100.00% | 100.00% |