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 | 0.71% | 98.30 % | 99.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,491 CHF | 148,541 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 98.44 % | 99.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,367 CHF | 148,417 CHF | 78.49% | 78.49% |
11/07/2024 | 0.71% | 98.22 % | 98.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,380 CHF | 148,430 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.45 % | 99.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,540 CHF | 148,590 CHF | 94.72% | 94.72% |
09/07/2024 | 0.71% | 98.30 % | 99.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,678 CHF | 148,728 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 98.52 % | 99.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,831 CHF | 148,881 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,665 CHF | 148,715 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.29 % | 98.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,397 CHF | 148,447 CHF | 98.26% | 98.26% |
03/07/2024 | 0.71% | 98.22 % | 98.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,205 CHF | 148,255 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 97.83 % | 98.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,531 CHF | 147,581 CHF | 100.00% | 100.00% |