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 | 148,308 CHF | 149,358 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.38 % | 100.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,894 CHF | 149,944 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.26 % | 99.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,885 CHF | 149,935 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,386 CHF | 149,436 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.44 % | 99.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,728 CHF | 148,778 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 98.59 % | 99.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,129 CHF | 149,179 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.47 % | 99.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,825 CHF | 148,875 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.20 % | 98.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,121 CHF | 148,171 CHF | 98.25% | 98.25% |
03/07/2024 | 0.71% | 97.77 % | 98.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,591 CHF | 147,641 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 97.17 % | 97.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,187 CHF | 146,237 CHF | 100.00% | 100.00% |