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% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,417 CHF | 150,467 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.61 % | 100.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,324 CHF | 150,374 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.60 % | 100.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,367 CHF | 150,417 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.47 % | 100.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,136 CHF | 150,186 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.46 % | 100.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,251 CHF | 150,301 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.43 % | 100.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,131 CHF | 150,181 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.44 % | 100.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,170 CHF | 150,220 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.29 % | 99.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,028 CHF | 150,078 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,826 CHF | 149,876 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.10 % | 99.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,496 CHF | 149,546 CHF | 100.00% | 100.00% |