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 | 0.83% | 84.21 % | 84.91 % | 150,000 | 150,000 | 149,992 | 150,000 | 126,124 CHF | 127,180 CHF | 99.69% | 99.69% |
12/07/2024 | 0.83% | 84.87 % | 85.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 126,389 CHF | 127,439 CHF | 76.55% | 76.55% |
11/07/2024 | 0.81% | 85.27 % | 85.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,663 CHF | 129,713 CHF | 90.34% | 90.34% |
10/07/2024 | 0.81% | 85.94 % | 86.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,855 CHF | 130,905 CHF | 94.74% | 94.74% |
09/07/2024 | 0.80% | 85.83 % | 86.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,326 CHF | 131,376 CHF | 97.75% | 97.75% |
08/07/2024 | 0.79% | 87.48 % | 88.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,974 CHF | 133,024 CHF | 99.78% | 99.78% |
05/07/2024 | 0.81% | 86.33 % | 87.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,830 CHF | 130,880 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 85.41 % | 86.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,593 CHF | 129,643 CHF | 98.27% | 98.27% |
03/07/2024 | 0.81% | 86.76 % | 87.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,559 CHF | 129,609 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 83.75 % | 84.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 125,144 CHF | 126,194 CHF | 100.00% | 100.00% |