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% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,642 CHF | 101,642 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,728 CHF | 101,728 CHF | 81.97% | 81.97% |
11/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,791 CHF | 101,791 CHF | 98.59% | 98.59% |
10/07/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,721 CHF | 101,721 CHF | 89.63% | 89.63% |
09/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,792 CHF | 101,792 CHF | 99.20% | 99.20% |
08/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,781 CHF | 101,781 CHF | 98.38% | 98.38% |
05/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,952 CHF | 101,952 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,829 CHF | 101,829 CHF | 96.99% | 96.99% |
03/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,919 CHF | 101,919 CHF | 97.62% | 97.62% |
02/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,788 CHF | 101,788 CHF | 100.00% | 100.00% |