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% | 100.86 % | 101.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,223 CHF | 152,273 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.71 % | 101.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,074 CHF | 152,124 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 101.07 % | 101.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,750 CHF | 152,800 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.94 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,120 CHF | 152,170 CHF | 94.74% | 94.74% |
09/07/2024 | 0.69% | 100.66 % | 101.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,040 CHF | 152,090 CHF | 97.75% | 97.75% |
08/07/2024 | 0.69% | 100.61 % | 101.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,126 CHF | 152,176 CHF | 99.79% | 99.79% |
05/07/2024 | 0.69% | 100.73 % | 101.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,378 CHF | 152,428 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 100.76 % | 101.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,001 CHF | 152,051 CHF | 98.25% | 98.25% |
03/07/2024 | 0.70% | 100.72 % | 101.42 % | 150,000 | 150,000 | 149,985 | 150,000 | 150,299 CHF | 151,365 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.20 % | 99.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,884 CHF | 149,934 CHF | 100.00% | 100.00% |