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% | 100.49 % | 101.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,757 CHF | 151,807 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,908 CHF | 151,958 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,753 CHF | 151,803 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 100.32 % | 101.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,406 CHF | 151,456 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 100.26 % | 100.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,545 CHF | 151,595 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 100.13 % | 100.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,255 CHF | 151,305 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 100.15 % | 100.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,257 CHF | 151,307 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,241 CHF | 151,291 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 100.12 % | 100.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,167 CHF | 151,217 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.90 % | 100.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,744 CHF | 150,794 CHF | 100.00% | 100.00% |