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 | 0.68% | 102.33 % | 103.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,495 CHF | 154,545 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 102.32 % | 103.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,480 CHF | 154,530 CHF | 78.50% | 78.50% |
11/07/2024 | 0.68% | 102.32 % | 103.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,480 CHF | 154,530 CHF | 100.00% | 100.00% |
10/07/2024 | 0.68% | 102.31 % | 103.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,465 CHF | 154,515 CHF | 94.72% | 94.72% |
09/07/2024 | 0.68% | 102.30 % | 103.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,450 CHF | 154,500 CHF | 97.75% | 97.75% |
08/07/2024 | 0.68% | 102.30 % | 103.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,450 CHF | 154,500 CHF | 99.78% | 99.78% |
05/07/2024 | 0.68% | 102.29 % | 102.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,435 CHF | 154,485 CHF | 100.00% | 100.00% |
04/07/2024 | 0.68% | 102.28 % | 102.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,429 CHF | 154,479 CHF | 98.27% | 98.27% |
03/07/2024 | 0.68% | 102.27 % | 102.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,405 CHF | 154,455 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 102.26 % | 102.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,391 CHF | 154,441 CHF | 100.00% | 100.00% |