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% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,750 CHF | 151,800 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.51 % | 101.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,758 CHF | 151,808 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,750 CHF | 151,800 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.49 % | 101.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,735 CHF | 151,785 CHF | 94.73% | 94.73% |
09/07/2024 | 0.69% | 100.48 % | 101.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,730 CHF | 151,780 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,701 CHF | 151,751 CHF | 99.77% | 99.77% |
05/07/2024 | 0.69% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,701 CHF | 151,751 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,685 CHF | 151,735 CHF | 98.26% | 98.26% |
03/07/2024 | 0.69% | 100.43 % | 101.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,642 CHF | 151,692 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 100.40 % | 101.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,561 CHF | 151,611 CHF | 100.00% | 100.00% |