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% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,965 CHF | 150,015 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.22 % | 99.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,646 CHF | 149,696 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 98.73 % | 99.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,557 CHF | 148,607 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 97.90 % | 98.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,164 CHF | 148,214 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.09 % | 98.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,938 CHF | 148,988 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.15 % | 99.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,821 CHF | 149,871 CHF | 99.79% | 99.79% |
05/07/2024 | 0.70% | 98.99 % | 99.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,618 CHF | 149,668 CHF | 99.91% | 99.91% |
04/07/2024 | 0.71% | 98.95 % | 99.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,270 CHF | 149,320 CHF | 98.26% | 98.26% |
03/07/2024 | 0.71% | 98.45 % | 99.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,895 CHF | 148,945 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.20 % | 98.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,813 CHF | 147,863 CHF | 100.00% | 100.00% |