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% | 100.16 % | 100.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,495 CHF | 151,545 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.20 % | 100.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,120 CHF | 151,170 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.72 % | 100.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,574 CHF | 150,624 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.55 % | 100.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,247 CHF | 150,297 CHF | 94.73% | 94.73% |
09/07/2024 | 0.70% | 99.39 % | 100.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,869 CHF | 149,919 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.21 % | 99.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,855 CHF | 149,905 CHF | 99.76% | 99.76% |
05/07/2024 | 0.70% | 99.20 % | 99.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,748 CHF | 149,798 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.00 % | 99.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,460 CHF | 149,510 CHF | 98.25% | 98.25% |
03/07/2024 | 0.71% | 98.82 % | 99.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,874 CHF | 148,924 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.39 % | 99.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,061 CHF | 148,111 CHF | 100.00% | 100.00% |