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 | 1.02% | 99.65 % | 100.40 % | 100,000 | 100,000 | 75,837 | 75,837 | 75,511 CHF | 76,213 CHF | 87.38% | 87.38% |
12/07/2024 | 0.80% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,500 CHF | 28.52% | 28.52% |
11/07/2024 | 0.80% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,500 CHF | 53.00% | 53.00% |
10/07/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 49.55% | 49.55% |
09/07/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 86.94% | 86.94% |
08/07/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 86.62% | 86.62% |
05/07/2024 | 0.80% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,600 CHF | 75.57% | 75.57% |
04/07/2024 | 1.15% | 99.85 % | 100.60 % | 100,000 | 100,000 | 55,088 | 55,088 | 54,894 CHF | 55,509 CHF | 39.27% | 39.27% |
03/07/2024 | 1.20% | 99.60 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,800 CHF | 50,400 CHF | 73.81% | 73.81% |
02/07/2024 | 1.30% | 99.60 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,800 CHF | 50,450 CHF | 59.03% | 59.03% |