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% | 99.77 % | 100.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,942 CHF | 150,992 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.01 % | 100.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,940 CHF | 150,990 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 100.09 % | 100.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,291 CHF | 151,341 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,790 CHF | 150,840 CHF | 94.73% | 94.73% |
09/07/2024 | 0.70% | 99.62 % | 100.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,622 CHF | 150,672 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.68 % | 100.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,313 CHF | 150,363 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 98.89 % | 99.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,584 CHF | 149,634 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.21 % | 99.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,605 CHF | 149,655 CHF | 98.27% | 98.27% |
03/07/2024 | 0.71% | 98.64 % | 99.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,647 CHF | 148,697 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 99.05 % | 99.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,779 CHF | 148,829 CHF | 100.00% | 100.00% |