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% | 101.53 % | 102.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,307 CHF | 153,357 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.76 % | 102.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,603 CHF | 153,653 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 101.65 % | 102.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,395 CHF | 153,445 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.35 % | 102.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,861 CHF | 152,911 CHF | 94.72% | 94.72% |
09/07/2024 | 0.69% | 101.19 % | 101.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,012 CHF | 153,062 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,722 CHF | 152,772 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 101.08 % | 101.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,675 CHF | 152,725 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.04 % | 101.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,529 CHF | 152,579 CHF | 98.27% | 98.27% |
03/07/2024 | 0.69% | 100.94 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,403 CHF | 152,453 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.64 % | 101.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,759 CHF | 151,809 CHF | 100.00% | 100.00% |