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% | 99.14 % | 99.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,023 CHF | 150,073 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,891 CHF | 149,941 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.18 % | 99.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,719 CHF | 149,769 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.90 % | 99.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,176 CHF | 149,226 CHF | 94.72% | 94.72% |
09/07/2024 | 0.71% | 98.55 % | 99.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,080 CHF | 149,130 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 98.85 % | 99.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,319 CHF | 149,369 CHF | 99.78% | 99.78% |
05/07/2024 | 0.71% | 98.93 % | 99.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,274 CHF | 149,324 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 98.65 % | 99.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,851 CHF | 148,901 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.25 % | 98.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,898 CHF | 147,948 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 98.00 % | 98.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,286 CHF | 147,336 CHF | 100.00% | 100.00% |