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 | 1.40% | 70.71 % | 71.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 106,252 CHF | 107,752 CHF | 99.99% | 99.99% |
12/07/2024 | 1.43% | 69.98 % | 70.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 104,330 CHF | 105,830 CHF | 78.49% | 78.49% |
11/07/2024 | 1.44% | 68.89 % | 69.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 103,192 CHF | 104,692 CHF | 100.00% | 100.00% |
10/07/2024 | 1.47% | 68.23 % | 69.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,112 CHF | 102,612 CHF | 94.72% | 94.72% |
09/07/2024 | 1.48% | 66.84 % | 67.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 100,591 CHF | 102,091 CHF | 97.75% | 97.75% |
08/07/2024 | 1.49% | 66.43 % | 67.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 99,729 CHF | 101,229 CHF | 99.79% | 99.79% |
05/07/2024 | 1.48% | 66.40 % | 67.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 100,427 CHF | 101,927 CHF | 100.00% | 100.00% |
04/07/2024 | 1.50% | 66.43 % | 67.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 99,140 CHF | 100,640 CHF | 98.25% | 98.25% |
03/07/2024 | 1.47% | 67.20 % | 68.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,117 CHF | 102,617 CHF | 100.00% | 100.00% |
02/07/2024 | 1.47% | 67.88 % | 68.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,303 CHF | 102,803 CHF | 100.00% | 100.00% |