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% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,433 CHF | 151,483 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,286 CHF | 151,336 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 100.19 % | 100.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,371 CHF | 151,421 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.99 % | 100.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,999 CHF | 151,049 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 100.08 % | 100.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,821 CHF | 150,871 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.85 % | 100.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,913 CHF | 150,963 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.95 % | 100.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,013 CHF | 151,063 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.95 % | 100.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,054 CHF | 151,104 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.15 % | 100.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,167 CHF | 151,217 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.90 % | 100.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,762 CHF | 150,812 CHF | 100.00% | 100.00% |