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% | 101.04 % | 101.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,538 CHF | 152,588 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.03 % | 101.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,528 CHF | 152,578 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 101.00 % | 101.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,473 CHF | 152,523 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,347 CHF | 152,397 CHF | 94.72% | 94.72% |
09/07/2024 | 0.69% | 100.88 % | 101.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,405 CHF | 152,455 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,373 CHF | 152,423 CHF | 99.78% | 99.78% |
05/07/2024 | 0.69% | 100.81 % | 101.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,260 CHF | 152,310 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.75 % | 101.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,067 CHF | 152,117 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,961 CHF | 152,011 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,605 CHF | 151,655 CHF | 100.00% | 100.00% |