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% | 100.79 % | 101.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,231 CHF | 152,281 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.81 % | 101.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,237 CHF | 152,287 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.84 % | 101.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,171 CHF | 152,221 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.68 % | 101.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,933 CHF | 151,983 CHF | 94.72% | 94.72% |
09/07/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,984 CHF | 152,034 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,683 CHF | 151,733 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.40 % | 101.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,577 CHF | 151,627 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.38 % | 101.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,496 CHF | 151,546 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 100.26 % | 100.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,349 CHF | 151,399 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,721 CHF | 150,771 CHF | 100.00% | 100.00% |