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 | 0.68% | 102.06 % | 102.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,112 CHF | 154,162 CHF | 99.82% | 99.82% |
24/07/2024 | 0.68% | 102.07 % | 102.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,105 CHF | 154,155 CHF | 92.50% | 92.50% |
23/07/2024 | 0.68% | 102.07 % | 102.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,103 CHF | 154,153 CHF | 100.00% | 100.00% |
22/07/2024 | 0.68% | 102.06 % | 102.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,097 CHF | 154,147 CHF | 100.00% | 100.00% |
19/07/2024 | 0.68% | 102.06 % | 102.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,090 CHF | 154,140 CHF | 99.74% | 99.74% |
18/07/2024 | 0.68% | 102.06 % | 102.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,086 CHF | 154,136 CHF | 99.75% | 99.75% |
17/07/2024 | 0.68% | 102.04 % | 102.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,052 CHF | 154,102 CHF | 99.79% | 99.79% |
16/07/2024 | 0.68% | 101.92 % | 102.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,842 CHF | 153,892 CHF | 89.72% | 89.72% |
15/07/2024 | 0.68% | 101.89 % | 102.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,860 CHF | 153,910 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 101.87 % | 102.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,768 CHF | 153,818 CHF | 78.50% | 78.50% |