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 | 0.70% | 99.72 % | 100.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,722 CHF | 150,772 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.96 % | 100.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,656 CHF | 150,706 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.73 % | 100.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,482 CHF | 150,532 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.57 % | 100.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,428 CHF | 150,478 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 99.74 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,657 CHF | 150,707 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.69 % | 100.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,573 CHF | 150,623 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.67 % | 100.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,697 CHF | 150,747 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.81 % | 100.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,572 CHF | 150,622 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.55 % | 100.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,384 CHF | 150,434 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.40 % | 100.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,843 CHF | 149,893 CHF | 100.00% | 100.00% |