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% | 100.75 % | 101.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,113 CHF | 152,163 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.96 % | 101.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,381 CHF | 152,431 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.87 % | 101.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,280 CHF | 152,330 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,026 CHF | 152,076 CHF | 94.73% | 94.73% |
09/07/2024 | 0.69% | 100.68 % | 101.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,068 CHF | 152,118 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 100.60 % | 101.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,980 CHF | 152,030 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,055 CHF | 152,105 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,038 CHF | 152,088 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,027 CHF | 152,077 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,993 CHF | 152,043 CHF | 100.00% | 100.00% |