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% | 100.45 % | 101.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,888 CHF | 151,938 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.62 % | 101.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,014 CHF | 152,064 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,940 CHF | 151,990 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,810 CHF | 151,860 CHF | 94.72% | 94.72% |
09/07/2024 | 0.69% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,869 CHF | 151,919 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 100.42 % | 101.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,718 CHF | 151,768 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.43 % | 101.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,639 CHF | 151,689 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.35 % | 101.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,470 CHF | 151,520 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 100.19 % | 100.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,248 CHF | 151,298 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.85 % | 100.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,494 CHF | 150,544 CHF | 100.00% | 100.00% |