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 | 0.50% | 99.41 % | 99.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,708 CHF | 150,458 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.75 % | 100.25 % | 150,000 | 150,000 | 150,000 | 149,977 | 149,690 CHF | 150,417 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.74 % | 100.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,228 CHF | 149,978 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.14 % | 99.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,651 CHF | 149,401 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.09 % | 99.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,038 CHF | 149,788 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 99.19 % | 99.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,107 CHF | 149,857 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.53 % | 100.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,275 CHF | 150,025 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.12 % | 99.62 % | 150,000 | 150,000 | 150,000 | 149,981 | 148,544 CHF | 149,275 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 98.42 % | 98.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,417 CHF | 148,167 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.01 % | 98.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,397 CHF | 147,147 CHF | 100.00% | 100.00% |