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 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,075 CHF | 151,125 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,075 CHF | 151,125 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,075 CHF | 151,125 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,060 CHF | 151,110 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,060 CHF | 151,110 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,060 CHF | 151,110 CHF | 99.79% | 99.79% |
05/07/2024 | 0.70% | 100.02 % | 100.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,030 CHF | 151,080 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.02 % | 100.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,030 CHF | 151,080 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.01 % | 100.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,010 CHF | 151,060 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,932 CHF | 150,982 CHF | 100.00% | 100.00% |