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% | 98.93 % | 99.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,485 CHF | 149,535 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 98.89 % | 99.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,318 CHF | 149,368 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 98.86 % | 99.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,142 CHF | 149,192 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.63 % | 99.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,763 CHF | 148,813 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 98.87 % | 99.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,524 CHF | 149,574 CHF | 97.77% | 97.77% |
08/07/2024 | 0.71% | 98.86 % | 99.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,170 CHF | 149,220 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.66 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,078 CHF | 149,128 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.70 % | 99.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,994 CHF | 149,044 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.60 % | 99.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,862 CHF | 148,912 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.33 % | 99.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,180 CHF | 148,230 CHF | 100.00% | 100.00% |