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 | 0.74% | 93.71 % | 94.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,371 CHF | 142,421 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 94.77 % | 95.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,025 CHF | 142,075 CHF | 78.50% | 78.50% |
11/07/2024 | 0.73% | 94.11 % | 94.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,750 CHF | 143,800 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.80 % | 99.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,648 CHF | 148,698 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,571 CHF | 148,621 CHF | 97.76% | 97.76% |
08/07/2024 | 0.71% | 97.76 % | 98.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,041 CHF | 148,091 CHF | 99.79% | 99.79% |
05/07/2024 | 0.71% | 97.40 % | 98.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,376 CHF | 147,426 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 97.49 % | 98.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,438 CHF | 147,488 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 97.93 % | 98.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,474 CHF | 147,524 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 97.32 % | 98.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,056 CHF | 146,106 CHF | 100.00% | 100.00% |