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% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,963 CHF | 150,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.80 % | 100.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,713 CHF | 150,763 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.79 % | 100.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,613 CHF | 150,663 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.65 % | 100.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,405 CHF | 150,455 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.59 % | 100.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,490 CHF | 150,540 CHF | 97.77% | 97.77% |
08/07/2024 | 0.70% | 99.55 % | 100.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,274 CHF | 150,324 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.46 % | 100.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,176 CHF | 150,226 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.45 % | 100.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,124 CHF | 150,174 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,031 CHF | 150,081 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,602 CHF | 149,652 CHF | 100.00% | 100.00% |