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 | 0.71% | 98.73 % | 99.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,380 CHF | 149,430 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 98.79 % | 99.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,174 CHF | 149,224 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 98.80 % | 99.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,052 CHF | 149,102 CHF | 99.99% | 99.99% |
10/07/2024 | 0.71% | 98.44 % | 99.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,440 CHF | 148,490 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.23 % | 98.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,621 CHF | 148,671 CHF | 97.77% | 97.77% |
08/07/2024 | 0.71% | 98.07 % | 98.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,131 CHF | 148,181 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.06 % | 98.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,112 CHF | 148,162 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 97.97 % | 98.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,938 CHF | 147,988 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 97.89 % | 98.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,856 CHF | 147,906 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 97.48 % | 98.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,884 CHF | 146,934 CHF | 100.00% | 100.00% |