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 | 0.97% | 100.40 % | 101.20 % | 100,000 | 100,000 | 77,887 | 77,887 | 78,154 CHF | 78,866 CHF | 63.10% | 63.10% |
12/07/2024 | 1.29% | 100.20 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,750 CHF | 96.46% | 96.46% |
11/07/2024 | 0.69% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,200 CHF | 97.30% | 97.30% |
10/07/2024 | 0.69% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,200 CHF | 98.23% | 98.23% |
09/07/2024 | 0.69% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,200 CHF | 93.49% | 93.49% |
08/07/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,300 CHF | 98.44% | 98.44% |
05/07/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,300 CHF | 98.12% | 98.12% |
04/07/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 79.81% | 79.81% |
03/07/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 96.70% | 96.70% |
02/07/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 85.00% | 85.00% |