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 | 0.71% | 98.05 % | 98.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,015 CHF | 148,065 CHF | 89.51% | 89.51% |
12/07/2024 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,770 CHF | 150,820 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.69 % | 100.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,453 CHF | 150,503 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,943 CHF | 149,993 CHF | 94.73% | 94.73% |
09/07/2024 | 0.70% | 99.30 % | 100.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,071 CHF | 150,121 CHF | 97.77% | 97.77% |
08/07/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,263 CHF | 150,313 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.37 % | 100.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,392 CHF | 150,442 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,199 CHF | 150,249 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.32 % | 100.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,876 CHF | 149,926 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,234 CHF | 149,284 CHF | 100.00% | 100.00% |