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 | 0.75% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,847 CHF | 100,599 CHF | 88.70% | 88.70% |
12/07/2024 | 0.76% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,905 CHF | 100,666 CHF | 99.38% | 99.38% |
11/07/2024 | 0.76% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,661 CHF | 100,423 CHF | 99.15% | 99.15% |
10/07/2024 | 0.74% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,575 CHF | 100,318 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.45 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,601 CHF | 100,346 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,713 CHF | 100,485 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,789 CHF | 100,528 CHF | 99.62% | 99.62% |
04/07/2024 | 0.76% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,728 CHF | 100,489 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 99.60 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,480 CHF | 100,214 CHF | 99.73% | 99.73% |
02/07/2024 | 0.74% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,225 CHF | 99,966 CHF | 100.00% | 100.00% |