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% | 101.25 % | 101.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,923 CHF | 152,973 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.08 % | 101.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,543 CHF | 152,593 CHF | 78.48% | 78.48% |
11/07/2024 | 0.69% | 100.90 % | 101.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,429 CHF | 152,479 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,426 CHF | 152,476 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.66 % | 101.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,139 CHF | 152,189 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,559 CHF | 152,609 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.88 % | 101.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,305 CHF | 152,355 CHF | 99.98% | 99.98% |
04/07/2024 | 0.69% | 100.69 % | 101.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,915 CHF | 151,965 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 100.45 % | 101.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,665 CHF | 151,715 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,276 CHF | 151,326 CHF | 99.92% | 99.92% |