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% | 101.66 % | 102.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,494 CHF | 153,544 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.65 % | 102.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,434 CHF | 153,484 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 101.53 % | 102.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,175 CHF | 153,225 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.43 % | 102.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,132 CHF | 153,182 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 101.29 % | 101.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,047 CHF | 153,097 CHF | 97.77% | 97.77% |
08/07/2024 | 0.69% | 101.24 % | 101.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,999 CHF | 153,049 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,940 CHF | 152,990 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.21 % | 101.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,844 CHF | 152,894 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 101.35 % | 102.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,933 CHF | 152,983 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 101.12 % | 101.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,706 CHF | 152,756 CHF | 100.00% | 100.00% |