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 | 0.98% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,079 CHF | 102,079 CHF | 98.48% | 98.48% |
12/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,914 CHF | 101,914 CHF | 81.97% | 81.97% |
11/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,989 CHF | 101,989 CHF | 98.59% | 98.59% |
10/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,833 CHF | 101,833 CHF | 89.64% | 89.64% |
09/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,848 CHF | 101,848 CHF | 99.20% | 99.20% |
08/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,838 CHF | 101,838 CHF | 98.38% | 98.38% |
05/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,959 CHF | 101,959 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,922 CHF | 101,922 CHF | 96.99% | 96.99% |
03/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,947 CHF | 101,947 CHF | 97.62% | 97.62% |
02/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,799 CHF | 101,799 CHF | 100.00% | 100.00% |