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% | 99.89 % | 100.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,861 CHF | 150,911 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.90 % | 100.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,843 CHF | 150,893 CHF | 78.49% | 78.49% |
11/07/2024 | 0.70% | 99.88 % | 100.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,824 CHF | 150,874 CHF | 99.97% | 99.97% |
10/07/2024 | 0.70% | 99.85 % | 100.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,730 CHF | 150,780 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 99.80 % | 100.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,750 CHF | 150,800 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.80 % | 100.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,665 CHF | 150,715 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,780 CHF | 151,830 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,723 CHF | 151,773 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.34 % | 101.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,492 CHF | 151,542 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.35 % | 101.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,463 CHF | 151,513 CHF | 100.00% | 100.00% |