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% | 101.58 % | 102.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,443 CHF | 153,493 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.50 % | 102.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,234 CHF | 153,284 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 101.70 % | 102.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,482 CHF | 153,532 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 101.57 % | 102.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,264 CHF | 153,314 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 101.32 % | 102.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,229 CHF | 153,279 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 101.40 % | 102.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,251 CHF | 153,301 CHF | 99.79% | 99.79% |
05/07/2024 | 0.69% | 101.65 % | 102.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,558 CHF | 153,608 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.72 % | 102.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,551 CHF | 153,601 CHF | 98.27% | 98.27% |
03/07/2024 | 0.69% | 101.63 % | 102.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,337 CHF | 153,387 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 101.39 % | 102.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,868 CHF | 152,918 CHF | 100.00% | 100.00% |