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% | 100.87 % | 101.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,462 CHF | 152,512 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.98 % | 101.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,431 CHF | 152,481 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.96 % | 101.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,518 CHF | 152,568 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,175 CHF | 152,225 CHF | 94.73% | 94.73% |
09/07/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,114 CHF | 152,164 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,976 CHF | 152,026 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 100.30 % | 101.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,536 CHF | 151,586 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.41 % | 101.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,554 CHF | 151,604 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.14 % | 100.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,996 CHF | 151,046 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,984 CHF | 151,034 CHF | 100.00% | 100.00% |