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% | 101.36 % | 102.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,055 CHF | 153,105 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.59 % | 102.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,288 CHF | 153,338 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 101.51 % | 102.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,308 CHF | 153,358 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.51 % | 102.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,227 CHF | 153,277 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 101.47 % | 102.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,214 CHF | 153,264 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 101.40 % | 102.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,153 CHF | 153,203 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 101.34 % | 102.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,009 CHF | 153,059 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.22 % | 101.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,958 CHF | 153,008 CHF | 98.25% | 98.25% |
03/07/2024 | 0.69% | 101.39 % | 102.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,079 CHF | 153,129 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 101.18 % | 101.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,862 CHF | 152,912 CHF | 100.00% | 100.00% |