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% | 100.10 % | 100.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,328 CHF | 151,378 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.32 % | 101.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,693 CHF | 151,743 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.84 % | 101.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,138 CHF | 152,188 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.55 % | 101.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,643 CHF | 151,693 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,694 CHF | 151,744 CHF | 97.76% | 97.76% |
08/07/2024 | 0.70% | 100.14 % | 100.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,507 CHF | 151,557 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 100.77 % | 101.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,206 CHF | 152,256 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.02 % | 101.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,332 CHF | 152,382 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 100.79 % | 101.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,070 CHF | 152,120 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.33 % | 101.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,135 CHF | 151,185 CHF | 100.00% | 100.00% |