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% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,456 CHF | 101,456 CHF | 98.48% | 98.48% |
12/07/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,477 CHF | 101,477 CHF | 81.97% | 81.97% |
11/07/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,489 CHF | 101,489 CHF | 98.59% | 98.59% |
10/07/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,408 CHF | 101,408 CHF | 89.71% | 89.71% |
09/07/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,469 CHF | 101,469 CHF | 99.20% | 99.20% |
08/07/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,473 CHF | 101,473 CHF | 98.38% | 98.38% |
05/07/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,538 CHF | 101,538 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,600 CHF | 96.99% | 96.99% |
03/07/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,579 CHF | 101,579 CHF | 97.62% | 97.62% |
02/07/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,530 CHF | 101,530 CHF | 100.00% | 100.00% |