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 | 0.76% | 91.81 % | 92.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,037 CHF | 138,087 CHF | 99.98% | 99.98% |
12/07/2024 | - | 91.00 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 78.49% |
11/07/2024 | 0.76% | 90.59 % | 91.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,301 CHF | 138,351 CHF | 99.85% | 99.85% |
10/07/2024 | 0.75% | 92.92 % | 93.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,258 CHF | 140,308 CHF | 94.74% | 94.74% |
09/07/2024 | 0.76% | 90.72 % | 91.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,914 CHF | 137,964 CHF | 76.90% | 76.90% |
08/07/2024 | 0.76% | 91.36 % | 92.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,066 CHF | 139,116 CHF | 99.77% | 99.77% |
05/07/2024 | 0.76% | 91.59 % | 92.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,066 CHF | 139,116 CHF | 99.78% | 99.78% |
04/07/2024 | 0.76% | 92.04 % | 92.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,241 CHF | 139,291 CHF | 94.89% | 94.89% |
03/07/2024 | 0.76% | 91.95 % | 92.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,226 CHF | 138,276 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 90.74 % | 91.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,551 CHF | 137,601 CHF | 100.00% | 100.00% |