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% | 97.98 % | 98.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,836 CHF | 147,886 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 98.24 % | 98.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,515 CHF | 148,565 CHF | 78.50% | 78.50% |
11/07/2024 | 0.71% | 97.96 % | 98.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,765 CHF | 147,815 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 97.95 % | 98.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,929 CHF | 147,979 CHF | 94.72% | 94.72% |
09/07/2024 | 0.71% | 97.88 % | 98.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,812 CHF | 147,862 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,574 CHF | 149,624 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.18 % | 99.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,117 CHF | 150,167 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,112 CHF | 150,162 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.04 % | 99.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,516 CHF | 149,566 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 98.87 % | 99.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,376 CHF | 149,426 CHF | 100.00% | 100.00% |