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% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,100 CHF | 87.35% | 87.35% |
12/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 88.64% | 88.64% |
11/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 98.45% | 98.45% |
10/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 97.46% | 97.46% |
09/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 98.08% | 98.08% |
08/07/2024 | 0.80% | 100.40 % | 101.20 % | 100,000 | 100,000 | 99,611 | 99,611 | 100,008 CHF | 100,807 CHF | 95.83% | 95.83% |
05/07/2024 | 1.29% | 100.20 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,750 CHF | 97.28% | 97.28% |
04/07/2024 | 1.29% | 100.20 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,750 CHF | 97.25% | 97.25% |
03/07/2024 | 1.29% | 100.20 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,750 CHF | 94.51% | 94.51% |
02/07/2024 | 1.20% | 100.20 % | 101.50 % | 50,000 | 50,000 | 58,643 | 58,643 | 58,812 CHF | 59,488 CHF | 76.53% | 76.53% |