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% | 94.62 % | 95.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,635 CHF | 143,685 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 95.51 % | 96.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,068 CHF | 143,118 CHF | 78.41% | 78.41% |
11/07/2024 | 0.72% | 94.92 % | 95.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,552 CHF | 145,602 CHF | 98.44% | 98.44% |
10/07/2024 | 0.69% | 101.03 % | 101.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,060 CHF | 152,110 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.59 % | 101.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,813 CHF | 151,863 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.95 % | 100.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,309 CHF | 151,359 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.66 % | 100.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,722 CHF | 150,772 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.74 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,668 CHF | 150,718 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.11 % | 99.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,978 CHF | 150,028 CHF | 3.64% | 3.64% |
02/07/2024 | 0.70% | 99.49 % | 100.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,462 CHF | 149,512 CHF | 100.00% | 100.00% |