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% | 99.74 % | 100.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,800 CHF | 150,850 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.94 % | 100.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,858 CHF | 150,908 CHF | 78.49% | 78.49% |
11/07/2024 | 0.70% | 99.86 % | 100.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,759 CHF | 150,809 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.79 % | 100.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,521 CHF | 150,571 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 99.63 % | 100.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,579 CHF | 150,629 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.64 % | 100.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,446 CHF | 150,496 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 99.53 % | 100.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,061 CHF | 150,111 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.60 % | 100.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,336 CHF | 150,386 CHF | 98.25% | 98.25% |
03/07/2024 | 0.70% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,201 CHF | 150,251 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.34 % | 100.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,842 CHF | 149,892 CHF | 100.00% | 100.00% |