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% | 100.88 % | 101.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,312 CHF | 152,362 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.95 % | 101.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,329 CHF | 152,379 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.78 % | 101.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,055 CHF | 152,105 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.55 % | 101.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,825 CHF | 151,875 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.44 % | 101.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,784 CHF | 151,834 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.41 % | 101.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,834 CHF | 151,884 CHF | 99.79% | 99.79% |
05/07/2024 | 0.70% | 100.40 % | 101.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,549 CHF | 151,599 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.08 % | 100.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,172 CHF | 151,222 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 100.07 % | 100.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,062 CHF | 151,112 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.73 % | 100.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,410 CHF | 150,460 CHF | 100.00% | 100.00% |