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 | 0.73% | 95.28 % | 95.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,572 CHF | 144,622 CHF | 100.00% | 100.00% |
12/07/2024 | 0.73% | 95.72 % | 96.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,713 CHF | 143,763 CHF | 78.50% | 78.50% |
11/07/2024 | 0.74% | 94.89 % | 95.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,599 CHF | 142,649 CHF | 100.00% | 100.00% |
10/07/2024 | 0.74% | 93.88 % | 94.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,768 CHF | 141,818 CHF | 94.74% | 94.74% |
09/07/2024 | 0.74% | 93.48 % | 94.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,050 CHF | 142,100 CHF | 97.76% | 97.76% |
08/07/2024 | 0.74% | 93.58 % | 94.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,587 CHF | 141,637 CHF | 99.79% | 99.79% |
05/07/2024 | 0.74% | 93.51 % | 94.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,637 CHF | 141,687 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 93.62 % | 94.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,348 CHF | 141,398 CHF | 98.26% | 98.26% |
03/07/2024 | 0.75% | 93.53 % | 94.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,659 CHF | 140,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 92.59 % | 93.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,674 CHF | 138,724 CHF | 100.00% | 100.00% |