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% | 99.88 % | 100.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,223 CHF | 150,973 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.37 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,323 CHF | 151,073 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 100.04 % | 100.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,877 CHF | 150,627 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.70 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,549 CHF | 150,299 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.65 % | 100.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,779 CHF | 150,529 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 99.98 % | 100.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,056 CHF | 150,806 CHF | 99.79% | 99.79% |
05/07/2024 | 0.50% | 99.94 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,196 CHF | 150,946 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.05 % | 100.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,960 CHF | 150,710 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 99.89 % | 100.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,607 CHF | 150,357 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.36 % | 99.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,077 CHF | 149,827 CHF | 100.00% | 100.00% |