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% | 100.64 % | 101.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,116 CHF | 152,166 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.64 % | 101.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,567 CHF | 152,617 CHF | 44.23% | 44.23% |
11/07/2024 | 0.69% | 101.33 % | 102.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,874 CHF | 152,924 CHF | 100.00% | 100.00% |
10/07/2024 | 0.68% | 103.08 % | 103.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,626 CHF | 155,676 CHF | 94.72% | 94.72% |
09/07/2024 | 0.68% | 103.21 % | 103.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,939 CHF | 155,989 CHF | 97.75% | 97.75% |
08/07/2024 | 0.68% | 103.33 % | 104.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,944 CHF | 155,994 CHF | 99.78% | 99.78% |
05/07/2024 | 0.68% | 103.13 % | 103.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,683 CHF | 155,733 CHF | 100.00% | 100.00% |
04/07/2024 | 0.68% | 103.10 % | 103.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,607 CHF | 155,657 CHF | 98.27% | 98.27% |
03/07/2024 | 0.68% | 102.96 % | 103.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,338 CHF | 155,388 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 102.51 % | 103.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,592 CHF | 154,642 CHF | 100.00% | 100.00% |