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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 0.69% | 100.33 % | 101.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,598 CHF | 151,648 CHF | 98.29% | 98.29% |
28/08/2024 | 0.69% | 100.38 % | 101.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,637 CHF | 151,687 CHF | 98.11% | 98.11% |
27/08/2024 | 0.69% | 100.37 % | 101.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,656 CHF | 151,706 CHF | 100.00% | 100.00% |
26/08/2024 | 0.69% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,657 CHF | 151,707 CHF | 100.00% | 100.00% |
23/08/2024 | 0.70% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,553 CHF | 151,603 CHF | 94.90% | 94.90% |
22/08/2024 | 0.70% | 100.35 % | 101.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,474 CHF | 151,524 CHF | 100.00% | 100.00% |
21/08/2024 | 0.70% | 100.15 % | 100.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,349 CHF | 151,399 CHF | 100.00% | 100.00% |
20/08/2024 | 0.70% | 100.15 % | 100.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,382 CHF | 151,432 CHF | 100.00% | 100.00% |
19/08/2024 | 0.70% | 100.39 % | 101.09 % | 150,000 | 150,000 | 149,983 | 150,000 | 150,507 CHF | 151,574 CHF | 100.00% | 100.00% |
16/08/2024 | 0.70% | 100.34 % | 101.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,405 CHF | 151,455 CHF | 100.00% | 100.00% |