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% | 99.57 % | 100.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,318 CHF | 150,368 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.58 % | 100.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,022 CHF | 150,072 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.16 % | 99.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,676 CHF | 149,726 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,080 CHF | 149,130 CHF | 94.72% | 94.72% |
09/07/2024 | 0.71% | 98.34 % | 99.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,795 CHF | 148,845 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 98.43 % | 99.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,586 CHF | 148,636 CHF | 99.77% | 99.77% |
05/07/2024 | 0.71% | 98.27 % | 98.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,665 CHF | 148,715 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,397 CHF | 148,447 CHF | 98.25% | 98.25% |
03/07/2024 | 0.71% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,570 CHF | 148,620 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.32 % | 99.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,355 CHF | 148,405 CHF | 100.00% | 100.00% |