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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.67% | 103.36 % | 104.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,040 CHF | 156,090 CHF | 99.82% | 99.82% |
24/07/2024 | 0.68% | 103.35 % | 104.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,025 CHF | 156,075 CHF | 92.50% | 92.50% |
23/07/2024 | 0.68% | 103.35 % | 104.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,025 CHF | 156,075 CHF | 100.00% | 100.00% |
22/07/2024 | 0.68% | 103.34 % | 104.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,010 CHF | 156,060 CHF | 100.00% | 100.00% |
19/07/2024 | 0.68% | 103.34 % | 104.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,010 CHF | 156,060 CHF | 99.73% | 99.73% |
18/07/2024 | 0.68% | 103.34 % | 104.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,010 CHF | 156,060 CHF | 99.76% | 99.76% |
17/07/2024 | 0.68% | 103.32 % | 104.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,980 CHF | 156,030 CHF | 99.78% | 99.78% |
16/07/2024 | 0.68% | 103.32 % | 104.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,980 CHF | 156,030 CHF | 89.71% | 89.71% |
15/07/2024 | 0.68% | 103.32 % | 104.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,980 CHF | 156,030 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 103.31 % | 104.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,965 CHF | 156,015 CHF | 78.50% | 78.50% |