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% | 71.75 % | 72.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,745 CHF | 72,745 CHF | 98.49% | 98.49% |
12/07/2024 | 1.40% | 70.95 % | 71.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,684 CHF | 71,684 CHF | 84.08% | 84.08% |
11/07/2024 | 1.42% | 70.00 % | 71.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,945 CHF | 70,945 CHF | 98.17% | 98.17% |
10/07/2024 | 1.45% | 69.40 % | 70.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,618 CHF | 69,618 CHF | 92.57% | 92.57% |
09/07/2024 | 1.45% | 68.00 % | 69.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,239 CHF | 69,239 CHF | 99.20% | 99.20% |
08/07/2024 | 1.47% | 67.70 % | 68.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,735 CHF | 68,735 CHF | 98.38% | 98.38% |
05/07/2024 | 1.45% | 67.80 % | 68.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,286 CHF | 69,286 CHF | 98.52% | 98.52% |
04/07/2024 | 1.47% | 67.75 % | 68.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,432 CHF | 68,432 CHF | 96.99% | 96.99% |
03/07/2024 | 1.44% | 68.55 % | 69.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,846 CHF | 69,846 CHF | 97.62% | 97.62% |
02/07/2024 | 1.44% | 69.35 % | 70.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,091 CHF | 70,091 CHF | 98.58% | 98.58% |