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 | 1.02% | 98.90 % | 99.90 % | 500,000 | 500,000 | 147,360 | 147,360 | 145,589 CHF | 147,066 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 148,269 | 148,269 | 146,307 CHF | 147,790 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 147,819 | 147,819 | 146,839 CHF | 148,023 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,168 | 148,168 | 147,338 CHF | 148,524 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 99.30 % | 100.30 % | 500,000 | 500,000 | 146,614 | 146,614 | 145,538 CHF | 147,005 CHF | 99.59% | 99.59% |
08/07/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 148,264 | 148,264 | 146,326 CHF | 147,809 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 147,946 | 147,946 | 145,400 CHF | 146,585 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 98.70 % | 99.50 % | 50,000 | 50,000 | 49,524 | 49,524 | 48,858 CHF | 49,256 CHF | 99.38% | 99.38% |
03/07/2024 | 1.02% | 98.40 % | 99.40 % | 500,000 | 500,000 | 149,125 | 149,125 | 146,068 CHF | 147,560 CHF | 99.03% | 99.03% |
02/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 147,947 | 147,947 | 144,726 CHF | 146,207 CHF | 100.00% | 100.00% |