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 | 1.41% | 70.25 % | 71.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,239 CHF | 71,239 CHF | 98.49% | 98.49% |
12/07/2024 | 1.43% | 69.45 % | 70.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,203 CHF | 70,203 CHF | 84.07% | 84.07% |
11/07/2024 | 1.45% | 68.55 % | 69.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,499 CHF | 69,499 CHF | 98.59% | 98.59% |
10/07/2024 | 1.48% | 67.95 % | 68.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,244 CHF | 68,244 CHF | 65.44% | 65.44% |
09/07/2024 | 1.48% | 66.65 % | 67.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,847 CHF | 67,847 CHF | 99.20% | 99.20% |
08/07/2024 | 1.50% | 66.35 % | 67.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,363 CHF | 67,363 CHF | 98.38% | 98.38% |
05/07/2024 | 1.48% | 66.40 % | 67.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,883 CHF | 67,883 CHF | 98.52% | 98.52% |
04/07/2024 | 1.50% | 66.35 % | 67.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,059 CHF | 67,059 CHF | 96.99% | 96.99% |
03/07/2024 | 1.47% | 67.15 % | 68.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,423 CHF | 68,423 CHF | 97.62% | 97.62% |
02/07/2024 | 1.47% | 67.95 % | 68.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,659 CHF | 68,659 CHF | 100.00% | 100.00% |