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% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,872 CHF | 150,922 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,535 CHF | 151,585 CHF | 78.49% | 78.49% |
11/07/2024 | 0.70% | 100.32 % | 101.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,393 CHF | 151,443 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.96 % | 100.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,848 CHF | 150,898 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 99.90 % | 100.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,949 CHF | 150,999 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.87 % | 100.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,913 CHF | 150,963 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 100.10 % | 100.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,270 CHF | 151,320 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.09 % | 100.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,255 CHF | 151,305 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,360 CHF | 151,410 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,349 CHF | 151,399 CHF | 100.00% | 100.00% |