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 | 0.01% | 99.36 % | 99.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,142 CHF | 149,157 CHF | 100.00% | 100.00% |
12/07/2024 | 0.01% | 99.39 % | 99.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,972 CHF | 148,987 CHF | 78.50% | 78.50% |
11/07/2024 | 0.01% | 99.41 % | 99.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,032 CHF | 149,047 CHF | 100.00% | 100.00% |
10/07/2024 | 0.01% | 99.25 % | 99.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,703 CHF | 148,718 CHF | 94.74% | 94.74% |
09/07/2024 | 0.01% | 99.02 % | 99.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,723 CHF | 148,738 CHF | 97.77% | 97.77% |
08/07/2024 | 0.01% | 99.08 % | 99.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,694 CHF | 148,709 CHF | 99.78% | 99.78% |
05/07/2024 | 0.01% | 99.00 % | 99.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,639 CHF | 148,654 CHF | 100.00% | 100.00% |
04/07/2024 | 0.01% | 99.16 % | 99.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,725 CHF | 148,740 CHF | 98.27% | 98.27% |
03/07/2024 | 0.01% | 98.96 % | 98.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,304 CHF | 148,319 CHF | 100.00% | 100.00% |
02/07/2024 | 0.01% | 98.86 % | 98.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,927 CHF | 147,942 CHF | 100.00% | 100.00% |