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% | 100.97 % | 101.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,450 CHF | 152,500 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.96 % | 101.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,440 CHF | 152,490 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.96 % | 101.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,428 CHF | 152,478 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.94 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,410 CHF | 152,460 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,406 CHF | 152,456 CHF | 97.77% | 97.77% |
08/07/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,395 CHF | 152,445 CHF | 99.79% | 99.79% |
05/07/2024 | 0.69% | 100.92 % | 101.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,391 CHF | 152,441 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,393 CHF | 152,443 CHF | 98.27% | 98.27% |
03/07/2024 | 0.69% | 100.91 % | 101.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,363 CHF | 152,413 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.89 % | 101.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,335 CHF | 152,385 CHF | 100.00% | 100.00% |