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% | 94.77 % | 95.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,191 CHF | 143,241 CHF | 90.16% | 90.16% |
12/07/2024 | 0.72% | 96.70 % | 97.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,646 CHF | 145,696 CHF | 78.50% | 78.50% |
11/07/2024 | 0.72% | 96.31 % | 97.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,668 CHF | 145,718 CHF | 100.00% | 100.00% |
10/07/2024 | 0.72% | 96.77 % | 97.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,061 CHF | 146,111 CHF | 94.74% | 94.74% |
09/07/2024 | 0.72% | 96.79 % | 97.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,251 CHF | 146,301 CHF | 97.77% | 97.77% |
08/07/2024 | 0.72% | 96.73 % | 97.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,548 CHF | 146,598 CHF | 99.78% | 99.78% |
05/07/2024 | 0.72% | 96.94 % | 97.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,777 CHF | 146,827 CHF | 100.00% | 100.00% |
04/07/2024 | 0.72% | 96.96 % | 97.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,351 CHF | 146,401 CHF | 98.27% | 98.27% |
03/07/2024 | 0.72% | 96.66 % | 97.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,242 CHF | 146,292 CHF | 76.85% | 76.85% |
02/07/2024 | 0.73% | 96.43 % | 97.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,936 CHF | 144,986 CHF | 100.00% | 100.00% |