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 | 0.75% | 99.44 % | 100.19 % | 150,000 | 149,000 | 150,054 | 149,000 | 149,399 CHF | 149,467 CHF | 99.96% | 99.96% |
12/07/2024 | 0.75% | 99.44 % | 100.19 % | 150,000 | 149,000 | 150,803 | 149,785 | 149,558 CHF | 149,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 99.15 % | 99.90 % | 151,000 | 150,000 | 150,172 | 149,125 | 149,360 CHF | 149,437 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 99.34 % | 100.09 % | 150,000 | 149,000 | 150,437 | 149,185 | 149,400 CHF | 149,276 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.25 % | 100.00 % | 151,000 | 150,000 | 150,183 | 149,117 | 149,449 CHF | 149,507 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 99.26 % | 100.01 % | 151,000 | 149,000 | 150,986 | 149,879 | 149,712 CHF | 149,738 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 98.80 % | 99.55 % | 151,000 | 150,000 | 151,971 | 150,894 | 149,771 CHF | 149,841 CHF | 99.99% | 99.99% |
04/07/2024 | 0.76% | 98.45 % | 99.20 % | 152,000 | 151,000 | 152,000 | 151,000 | 149,635 CHF | 149,783 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 98.26 % | 98.99 % | 152,000 | 151,000 | 152,000 | 151,000 | 149,535 CHF | 149,677 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 98.03 % | 98.76 % | 153,000 | 151,000 | 152,969 | 151,892 | 149,434 CHF | 149,490 CHF | 100.00% | 100.00% |