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 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 82.94% | 82.94% |
12/07/2024 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,100 CHF | 98.91% | 98.91% |
11/07/2024 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,100 CHF | 99.09% | 99.09% |
10/07/2024 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,100 CHF | 97.19% | 97.19% |
09/07/2024 | 0.79% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,200 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,200 CHF | 98.36% | 98.36% |
05/07/2024 | 0.79% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,200 CHF | 98.95% | 98.95% |
04/07/2024 | 0.69% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,200 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,200 CHF | 91.88% | 91.88% |
02/07/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 99.78% | 99.78% |