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% | 100.11 % | 100.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,216 CHF | 151,266 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.13 % | 100.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,141 CHF | 151,191 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.99 % | 100.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,905 CHF | 150,955 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.80 % | 100.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,686 CHF | 150,736 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.58 % | 100.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,629 CHF | 150,679 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.72 % | 100.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,615 CHF | 150,665 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.50 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,317 CHF | 150,367 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.50 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,317 CHF | 150,367 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,834 CHF | 149,884 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.09 % | 99.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,431 CHF | 149,481 CHF | 100.00% | 100.00% |