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 | 0.72% | 96.77 % | 97.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,801 CHF | 146,851 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 97.30 % | 98.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,539 CHF | 146,589 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 97.24 % | 97.94 % | 150,000 | 150,000 | 150,000 | 149,978 | 147,090 CHF | 148,118 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.71 % | 101.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,696 CHF | 151,746 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.44 % | 101.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,638 CHF | 151,688 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.89 % | 100.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,203 CHF | 151,253 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 100.36 % | 101.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,611 CHF | 151,661 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.12 % | 100.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,736 CHF | 151,786 CHF | 98.25% | 98.25% |
03/07/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,029 CHF | 152,079 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,281 CHF | 151,331 CHF | 100.00% | 100.00% |