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% | 99.93 % | 100.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,936 CHF | 150,986 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,930 CHF | 150,980 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.91 % | 100.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,831 CHF | 150,881 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.84 % | 100.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,590 CHF | 150,640 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 99.68 % | 100.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,631 CHF | 150,681 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.70 % | 100.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,529 CHF | 150,579 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 99.42 % | 100.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,060 CHF | 150,110 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.66 % | 100.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,426 CHF | 150,476 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 99.57 % | 100.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,261 CHF | 150,311 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.35 % | 100.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,905 CHF | 149,955 CHF | 99.99% | 99.99% |