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 | 0.98% | 70.31 % | 71.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 106,368 CHF | 107,418 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 72.33 % | 73.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 107,785 CHF | 108,835 CHF | 73.40% | 73.40% |
11/07/2024 | 0.96% | 72.47 % | 73.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 108,508 CHF | 109,558 CHF | 100.00% | 100.00% |
10/07/2024 | 0.98% | 72.10 % | 72.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 106,934 CHF | 107,984 CHF | 94.74% | 94.74% |
09/07/2024 | 0.96% | 71.31 % | 72.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 108,439 CHF | 109,489 CHF | 97.77% | 97.77% |
08/07/2024 | 0.96% | 73.29 % | 73.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 109,061 CHF | 110,111 CHF | 99.78% | 99.78% |
05/07/2024 | 0.94% | 72.90 % | 73.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,602 CHF | 111,652 CHF | 99.93% | 99.93% |
04/07/2024 | 0.99% | 70.12 % | 70.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 105,652 CHF | 106,702 CHF | 98.26% | 98.26% |
03/07/2024 | 1.00% | 70.24 % | 70.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 104,417 CHF | 105,467 CHF | 100.00% | 100.00% |
02/07/2024 | 1.03% | 68.22 % | 68.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 101,890 CHF | 102,940 CHF | 99.50% | 99.50% |