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% | 97.24 % | 97.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,597 CHF | 147,647 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 97.89 % | 98.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,459 CHF | 147,509 CHF | 78.50% | 78.50% |
11/07/2024 | 0.72% | 97.46 % | 98.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,983 CHF | 147,033 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.75 % | 99.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,838 CHF | 148,888 CHF | 94.72% | 94.72% |
09/07/2024 | 0.71% | 98.40 % | 99.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,980 CHF | 149,030 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 98.50 % | 99.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,843 CHF | 148,893 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.26 % | 98.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,702 CHF | 148,752 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.51 % | 99.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,721 CHF | 148,771 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.36 % | 99.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,188 CHF | 148,238 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.16 % | 98.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,634 CHF | 147,684 CHF | 100.00% | 100.00% |