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% | 101.00 % | 101.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,600 CHF | 152,650 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 101.14 % | 101.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,598 CHF | 152,648 CHF | 78.49% | 78.49% |
11/07/2024 | 0.69% | 101.11 % | 101.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,610 CHF | 152,660 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.80 % | 101.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,112 CHF | 152,162 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,959 CHF | 152,009 CHF | 97.77% | 97.77% |
08/07/2024 | 0.69% | 100.71 % | 101.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,208 CHF | 152,258 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,400 CHF | 152,450 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 101.01 % | 101.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,573 CHF | 152,623 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,408 CHF | 152,458 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.74 % | 101.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,948 CHF | 151,998 CHF | 100.00% | 100.00% |