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 | 1.12% | 88.75 % | 89.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,023 CHF | 90,023 CHF | 98.49% | 98.49% |
12/07/2024 | 1.11% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,689 CHF | 90,689 CHF | 81.97% | 81.97% |
11/07/2024 | 1.11% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,273 CHF | 90,273 CHF | 98.59% | 98.59% |
10/07/2024 | 1.13% | 88.55 % | 89.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,145 CHF | 89,145 CHF | 59.78% | 59.78% |
09/07/2024 | 1.13% | 87.20 % | 88.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,892 CHF | 88,892 CHF | 99.20% | 99.20% |
08/07/2024 | 1.14% | 86.85 % | 87.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,158 CHF | 88,158 CHF | 98.38% | 98.38% |
05/07/2024 | 1.14% | 87.00 % | 88.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,199 CHF | 88,199 CHF | 97.63% | 97.63% |
04/07/2024 | 1.14% | 87.00 % | 88.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,909 CHF | 87,909 CHF | 96.99% | 96.99% |
03/07/2024 | 1.15% | 86.45 % | 87.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,375 CHF | 87,375 CHF | 97.62% | 97.62% |
02/07/2024 | 1.17% | 85.05 % | 86.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,848 CHF | 85,848 CHF | 100.00% | 100.00% |