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% | 101.25 % | 101.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,875 CHF | 152,925 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.25 % | 101.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,875 CHF | 152,925 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 101.24 % | 101.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,860 CHF | 152,910 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.23 % | 101.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,845 CHF | 152,895 CHF | 94.73% | 94.73% |
09/07/2024 | 0.69% | 101.23 % | 101.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,845 CHF | 152,895 CHF | 97.77% | 97.77% |
08/07/2024 | 0.69% | 101.22 % | 101.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,830 CHF | 152,880 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 101.22 % | 101.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,830 CHF | 152,880 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.21 % | 101.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,815 CHF | 152,865 CHF | 98.27% | 98.27% |
03/07/2024 | 0.69% | 101.20 % | 101.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,792 CHF | 152,842 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 101.18 % | 101.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,744 CHF | 152,794 CHF | 100.00% | 100.00% |