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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/08/2024 | 0.70% | 99.52 % | 100.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,180 CHF | 150,230 CHF | 100.00% | 100.00% |
12/08/2024 | 0.70% | 99.45 % | 100.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,164 CHF | 150,214 CHF | 98.29% | 98.29% |
09/08/2024 | 0.70% | 99.41 % | 100.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,123 CHF | 150,173 CHF | 100.00% | 100.00% |
08/08/2024 | 0.70% | 99.33 % | 100.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,838 CHF | 149,888 CHF | 99.88% | 99.88% |
07/08/2024 | 0.70% | 100.42 % | 101.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,494 CHF | 151,544 CHF | 99.40% | 99.40% |
06/08/2024 | 0.70% | 99.92 % | 100.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,643 CHF | 150,693 CHF | 99.97% | 99.97% |
02/08/2024 | 0.70% | 100.25 % | 100.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,547 CHF | 151,597 CHF | 100.00% | 100.00% |
30/07/2024 | 0.69% | 100.54 % | 101.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,794 CHF | 151,844 CHF | 99.99% | 99.99% |
29/07/2024 | 0.69% | 100.51 % | 101.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,720 CHF | 151,770 CHF | 100.00% | 100.00% |
25/07/2024 | 0.70% | 100.36 % | 101.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,514 CHF | 151,564 CHF | 99.82% | 99.82% |