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 | 0.68% | 101.87 % | 102.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,877 CHF | 153,927 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 101.87 % | 102.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,786 CHF | 153,836 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 101.78 % | 102.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,698 CHF | 153,748 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.70 % | 102.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,527 CHF | 153,577 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 101.62 % | 102.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,357 CHF | 153,407 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 101.54 % | 102.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,321 CHF | 153,371 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 101.44 % | 102.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,210 CHF | 153,260 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.46 % | 102.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,240 CHF | 153,290 CHF | 98.27% | 98.27% |
03/07/2024 | 0.69% | 101.46 % | 102.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,141 CHF | 153,191 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 101.31 % | 102.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,869 CHF | 152,919 CHF | 100.00% | 100.00% |