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 | 0.67% | 104.12 % | 104.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,176 CHF | 157,226 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 104.10 % | 104.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,094 CHF | 157,144 CHF | 78.49% | 78.49% |
11/07/2024 | 0.67% | 104.03 % | 104.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,013 CHF | 157,063 CHF | 100.00% | 100.00% |
10/07/2024 | 0.67% | 103.92 % | 104.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,856 CHF | 156,906 CHF | 94.73% | 94.73% |
09/07/2024 | 0.67% | 103.89 % | 104.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,862 CHF | 156,912 CHF | 97.76% | 97.76% |
08/07/2024 | 0.67% | 103.91 % | 104.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,857 CHF | 156,907 CHF | 99.78% | 99.78% |
05/07/2024 | 0.67% | 103.85 % | 104.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,812 CHF | 156,862 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 103.83 % | 104.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,739 CHF | 156,789 CHF | 98.26% | 98.26% |
03/07/2024 | 0.67% | 103.78 % | 104.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,686 CHF | 156,736 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 103.69 % | 104.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,489 CHF | 156,539 CHF | 100.00% | 100.00% |