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% | 95.77 % | 96.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,755 CHF | 144,805 CHF | 89.92% | 89.92% |
12/07/2024 | 0.71% | 97.71 % | 98.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,351 CHF | 147,401 CHF | 78.50% | 78.50% |
11/07/2024 | 0.72% | 97.39 % | 98.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,914 CHF | 146,964 CHF | 100.00% | 100.00% |
10/07/2024 | 0.72% | 97.14 % | 97.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,441 CHF | 146,491 CHF | 94.72% | 94.72% |
09/07/2024 | 0.72% | 97.04 % | 97.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,867 CHF | 146,917 CHF | 97.75% | 97.75% |
08/07/2024 | 0.72% | 97.35 % | 98.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,300 CHF | 147,350 CHF | 99.77% | 99.77% |
05/07/2024 | 0.71% | 98.18 % | 98.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,645 CHF | 148,695 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.45 % | 99.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,677 CHF | 148,727 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.49 % | 99.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,773 CHF | 148,823 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.59 % | 99.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,770 CHF | 148,820 CHF | 100.00% | 100.00% |