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% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,634 CHF | 152,684 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.48 % | 102.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,950 CHF | 153,000 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 101.32 % | 102.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,227 CHF | 153,277 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.72 % | 102.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,570 CHF | 153,620 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 101.69 % | 102.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,552 CHF | 153,602 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 101.65 % | 102.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,510 CHF | 153,560 CHF | 99.79% | 99.79% |
05/07/2024 | 0.69% | 101.61 % | 102.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,434 CHF | 153,484 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.58 % | 102.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,400 CHF | 153,450 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 101.59 % | 102.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,373 CHF | 153,423 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 101.52 % | 102.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,238 CHF | 153,288 CHF | 100.00% | 100.00% |