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% | 100.82 % | 101.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,292 CHF | 152,342 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.94 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,398 CHF | 152,448 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 100.95 % | 101.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,435 CHF | 152,485 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.84 % | 101.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,172 CHF | 152,222 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,918 CHF | 151,968 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.66 % | 101.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,006 CHF | 152,056 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,771 CHF | 151,821 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.52 % | 101.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,723 CHF | 151,773 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,316 CHF | 151,366 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,450 CHF | 151,500 CHF | 100.00% | 100.00% |