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 | 0.73% | 95.58 % | 96.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,162 CHF | 145,212 CHF | 100.00% | 100.00% |
12/07/2024 | 0.73% | 96.13 % | 96.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,750 CHF | 144,800 CHF | 78.50% | 78.50% |
11/07/2024 | 0.72% | 95.83 % | 96.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,492 CHF | 145,542 CHF | 100.00% | 100.00% |
10/07/2024 | 0.72% | 97.69 % | 98.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,297 CHF | 147,347 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 97.47 % | 98.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,485 CHF | 147,535 CHF | 97.76% | 97.76% |
08/07/2024 | 0.72% | 97.21 % | 97.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,044 CHF | 147,094 CHF | 99.77% | 99.77% |
05/07/2024 | 0.72% | 97.26 % | 97.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,861 CHF | 146,911 CHF | 100.00% | 100.00% |
04/07/2024 | 0.72% | 96.73 % | 97.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,380 CHF | 146,430 CHF | 98.26% | 98.26% |
03/07/2024 | 0.72% | 97.08 % | 97.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,535 CHF | 146,585 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 96.96 % | 97.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,979 CHF | 146,029 CHF | 100.00% | 100.00% |