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 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,500 CHF | 151,550 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,734 CHF | 151,784 CHF | 78.49% | 78.49% |
11/07/2024 | 0.70% | 100.22 % | 100.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,255 CHF | 151,305 CHF | 99.96% | 99.96% |
10/07/2024 | 0.70% | 99.85 % | 100.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,506 CHF | 150,556 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.55 % | 100.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,615 CHF | 150,665 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 99.43 % | 100.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,286 CHF | 150,336 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 99.45 % | 100.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,459 CHF | 150,509 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.46 % | 100.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,226 CHF | 150,276 CHF | 98.25% | 98.25% |
03/07/2024 | 0.70% | 99.51 % | 100.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,121 CHF | 150,171 CHF | 3.64% | 3.64% |
02/07/2024 | 0.70% | 99.48 % | 100.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,973 CHF | 150,023 CHF | 100.00% | 100.00% |