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% | 100.12 % | 100.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,109 CHF | 152,159 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 100.79 % | 101.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,619 CHF | 152,669 CHF | 78.50% | 78.50% |
11/07/2024 | 0.69% | 100.99 % | 101.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,318 CHF | 152,368 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 100.49 % | 101.19 % | 150,000 | 150,000 | 149,996 | 150,000 | 150,617 CHF | 151,671 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 100.29 % | 100.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,539 CHF | 151,589 CHF | 97.76% | 97.76% |
08/07/2024 | 0.69% | 100.26 % | 100.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,779 CHF | 151,829 CHF | 99.79% | 99.79% |
05/07/2024 | 0.69% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,620 CHF | 151,670 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 100.02 % | 100.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,193 CHF | 151,243 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.67 % | 100.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,426 CHF | 150,476 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 99.13 % | 99.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,087 CHF | 149,137 CHF | 100.00% | 100.00% |