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% | 99.51 % | 100.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,109 CHF | 150,159 CHF | 63.73% | 63.73% |
12/07/2024 | 0.71% | 98.86 % | 99.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,096 CHF | 149,146 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 98.64 % | 99.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,784 CHF | 148,834 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.83 % | 99.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,094 CHF | 149,144 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.63 % | 99.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,096 CHF | 149,146 CHF | 97.76% | 97.76% |
08/07/2024 | 0.71% | 98.57 % | 99.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,369 CHF | 149,419 CHF | 98.36% | 98.36% |
05/07/2024 | 0.70% | 99.13 % | 99.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,051 CHF | 150,101 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.32 % | 100.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,613 CHF | 149,663 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 98.56 % | 99.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,424 CHF | 149,474 CHF | 99.89% | 99.89% |
02/07/2024 | 0.71% | 98.95 % | 99.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,057 CHF | 149,107 CHF | 100.00% | 100.00% |