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 | 1.38% | 71.70 % | 72.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,716 CHF | 72,716 CHF | 98.49% | 98.49% |
12/07/2024 | 1.41% | 70.90 % | 71.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,635 CHF | 71,635 CHF | 84.06% | 84.06% |
11/07/2024 | 1.42% | 69.95 % | 70.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,889 CHF | 70,889 CHF | 98.59% | 98.59% |
10/07/2024 | 1.45% | 69.35 % | 70.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,553 CHF | 69,553 CHF | 92.57% | 92.57% |
09/07/2024 | 1.46% | 67.95 % | 68.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,168 CHF | 69,168 CHF | 99.20% | 99.20% |
08/07/2024 | 1.47% | 67.65 % | 68.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,659 CHF | 68,659 CHF | 98.38% | 98.38% |
05/07/2024 | 1.46% | 67.70 % | 68.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,188 CHF | 69,188 CHF | 98.52% | 98.52% |
04/07/2024 | 1.47% | 67.65 % | 68.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,326 CHF | 68,326 CHF | 96.99% | 96.99% |
03/07/2024 | 1.44% | 68.40 % | 69.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,732 CHF | 69,732 CHF | 97.62% | 97.62% |
02/07/2024 | 1.44% | 69.25 % | 70.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,968 CHF | 69,968 CHF | 100.00% | 100.00% |