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 | 0.48% | 103.74 % | 104.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,747 CHF | 156,497 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.18 % | 104.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,997 CHF | 156,747 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.92 % | 104.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,695 CHF | 156,445 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.37 % | 103.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,867 CHF | 155,617 CHF | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.19 % | 103.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,877 CHF | 155,627 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 103.24 % | 103.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,977 CHF | 155,727 CHF | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.26 % | 103.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,044 CHF | 155,794 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.54 % | 104.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,320 CHF | 156,070 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.43 % | 103.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,053 CHF | 155,803 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.30 % | 103.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,733 CHF | 155,483 CHF | 100.00% | 100.00% |