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% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,712 CHF | 149,762 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 99.04 % | 99.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,196 CHF | 149,246 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 98.80 % | 99.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,860 CHF | 148,910 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.34 % | 99.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,229 CHF | 148,279 CHF | 94.72% | 94.72% |
09/07/2024 | 0.71% | 98.01 % | 98.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,698 CHF | 148,748 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 98.31 % | 99.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,754 CHF | 148,804 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.11 % | 99.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,568 CHF | 149,618 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.78 % | 99.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,052 CHF | 149,102 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.24 % | 98.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,879 CHF | 147,929 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 97.68 % | 98.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,092 CHF | 147,142 CHF | 96.07% | 96.07% |