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 | 0.69% | 100.94 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,686 CHF | 152,736 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.18 % | 101.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,614 CHF | 152,664 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.94 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,369 CHF | 152,419 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.84 % | 101.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,046 CHF | 152,096 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.69 % | 101.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,195 CHF | 152,245 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,023 CHF | 152,073 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 100.54 % | 101.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,976 CHF | 152,026 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.62 % | 101.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,980 CHF | 152,030 CHF | 98.25% | 98.25% |
03/07/2024 | 0.69% | 100.82 % | 101.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,065 CHF | 152,115 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,406 CHF | 151,456 CHF | 100.00% | 100.00% |