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% | 100.03 % | 100.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,991 CHF | 151,041 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.02 % | 100.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,931 CHF | 150,981 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.90 % | 100.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,755 CHF | 150,805 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.70 % | 100.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,735 CHF | 150,785 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.78 % | 100.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,751 CHF | 150,801 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.76 % | 100.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,833 CHF | 150,883 CHF | 99.79% | 99.79% |
05/07/2024 | 0.70% | 99.93 % | 100.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,672 CHF | 150,722 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.61 % | 100.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,562 CHF | 150,612 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 99.66 % | 100.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,220 CHF | 150,270 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.46 % | 100.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,860 CHF | 149,910 CHF | 100.00% | 100.00% |