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% | 99.27 % | 99.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,984 CHF | 150,034 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.32 % | 100.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,932 CHF | 149,982 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.25 % | 99.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,828 CHF | 149,878 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.48 % | 100.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,178 CHF | 150,228 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.42 % | 100.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,220 CHF | 150,270 CHF | 97.77% | 97.77% |
08/07/2024 | 0.70% | 99.43 % | 100.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,127 CHF | 150,177 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.35 % | 100.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,062 CHF | 150,112 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.41 % | 100.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,090 CHF | 150,140 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,937 CHF | 149,987 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.32 % | 100.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,803 CHF | 149,853 CHF | 100.00% | 100.00% |