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% | 99.98 % | 100.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,053 CHF | 151,103 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.95 % | 100.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,856 CHF | 150,906 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.89 % | 100.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,510 CHF | 150,560 CHF | 73.30% | 73.30% |
10/07/2024 | 0.70% | 99.01 % | 99.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,348 CHF | 150,398 CHF | 90.42% | 90.42% |
09/07/2024 | 0.70% | 99.57 % | 100.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,498 CHF | 150,548 CHF | 97.74% | 97.74% |
08/07/2024 | 0.70% | 99.62 % | 100.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,421 CHF | 150,471 CHF | 99.79% | 99.79% |
05/07/2024 | 0.70% | 99.50 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,276 CHF | 150,326 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.54 % | 100.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,376 CHF | 150,426 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.74 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,477 CHF | 150,527 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,890 CHF | 149,940 CHF | 100.00% | 100.00% |