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% | 100.33 % | 101.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,440 CHF | 151,490 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.63 % | 101.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,816 CHF | 151,866 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.53 % | 101.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,763 CHF | 151,813 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 100.30 % | 101.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,411 CHF | 151,461 CHF | 94.73% | 94.73% |
09/07/2024 | 0.70% | 100.20 % | 100.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,369 CHF | 151,419 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 100.12 % | 100.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,276 CHF | 151,326 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,400 CHF | 151,450 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.20 % | 100.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,354 CHF | 151,404 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.24 % | 100.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,393 CHF | 151,443 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.22 % | 100.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,323 CHF | 151,373 CHF | 100.00% | 100.00% |