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% | 98.88 % | 99.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,749 CHF | 149,799 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.21 % | 99.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,460 CHF | 149,510 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 99.00 % | 99.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,151 CHF | 149,201 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.71 % | 99.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,869 CHF | 148,919 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.43 % | 99.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,878 CHF | 148,928 CHF | 97.77% | 97.77% |
08/07/2024 | 0.71% | 98.61 % | 99.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,006 CHF | 149,056 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.61 % | 99.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,085 CHF | 149,135 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,292 CHF | 149,342 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.66 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,936 CHF | 148,986 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.57 % | 99.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,533 CHF | 148,583 CHF | 100.00% | 100.00% |