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 | 0.99% | 100.60 % | 101.30 % | 100,000 | 100,000 | 75,091 | 75,091 | 75,467 CHF | 76,142 CHF | 83.12% | 83.12% |
12/07/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,400 CHF | 90.18% | 90.18% |
11/07/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,400 CHF | 81.65% | 81.65% |
10/07/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,400 CHF | 90.46% | 90.46% |
09/07/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,400 CHF | 98.13% | 98.13% |
08/07/2024 | 0.69% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,400 CHF | 94.40% | 94.40% |
05/07/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 95.94% | 95.94% |
04/07/2024 | 1.17% | 100.70 % | 101.50 % | 100,000 | 100,000 | 51,724 | 51,724 | 51,990 CHF | 52,597 CHF | 91.68% | 91.68% |
03/07/2024 | 1.29% | 100.50 % | 101.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,250 CHF | 50,900 CHF | 99.21% | 99.21% |
02/07/2024 | 1.29% | 100.50 % | 101.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,250 CHF | 50,900 CHF | 89.80% | 89.80% |