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 | 3.14% | 93.72 % | 96.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,023 CHF | 145,523 CHF | 93.76% | 93.76% |
12/07/2024 | 3.10% | 95.33 % | 98.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,868 CHF | 147,368 CHF | 78.49% | 78.49% |
11/07/2024 | 3.14% | 93.98 % | 96.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,231 CHF | 145,731 CHF | 77.15% | 77.15% |
10/07/2024 | 3.27% | 93.21 % | 96.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,586 CHF | 140,086 CHF | 24.22% | 24.22% |
09/07/2024 | 3.30% | 88.61 % | 91.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,024 CHF | 138,524 CHF | 73.94% | 73.94% |
08/07/2024 | 3.22% | 90.94 % | 93.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,613 CHF | 142,113 CHF | 99.03% | 99.03% |
05/07/2024 | 3.23% | 90.11 % | 93.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,879 CHF | 141,379 CHF | 99.40% | 99.40% |
04/07/2024 | 3.23% | 91.39 % | 94.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,863 CHF | 141,363 CHF | 94.74% | 94.74% |
03/07/2024 | 3.24% | 92.69 % | 95.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,844 CHF | 141,344 CHF | 92.48% | 92.48% |
02/07/2024 | 3.40% | 87.58 % | 90.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,135 CHF | 134,635 CHF | 98.75% | 98.75% |