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% | 99.79 % | 100.54 % | 150,000 | 149,000 | 149,298 | 148,152 | 149,485 CHF | 149,449 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 99.89 % | 100.64 % | 150,000 | 149,000 | 149,934 | 148,362 | 149,838 CHF | 149,379 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 99.80 % | 100.55 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,643 CHF | 149,763 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 99.77 % | 100.52 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,423 CHF | 149,544 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.41 % | 100.16 % | 150,000 | 149,000 | 150,000 | 149,000 | 149,299 CHF | 149,421 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 99.33 % | 100.08 % | 151,000 | 149,000 | 150,104 | 149,000 | 149,362 CHF | 149,382 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 99.18 % | 99.93 % | 151,000 | 150,000 | 150,097 | 149,076 | 149,336 CHF | 149,438 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 99.50 % | 100.25 % | 150,000 | 149,000 | 150,279 | 149,260 | 149,362 CHF | 149,469 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.36 % | 100.11 % | 150,000 | 149,000 | 150,835 | 149,237 | 149,746 CHF | 149,278 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 99.52 % | 100.27 % | 150,000 | 149,000 | 150,688 | 149,200 | 149,602 CHF | 149,244 CHF | 100.00% | 100.00% |