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 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,200 CHF | 104,200 CHF | 98.59% | 98.59% |
12/07/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,100 CHF | 104,100 CHF | 82.77% | 82.77% |
11/07/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,965 CHF | 103,965 CHF | 99.52% | 99.52% |
10/07/2024 | 0.97% | 102.90 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,813 CHF | 103,813 CHF | 89.88% | 89.88% |
09/07/2024 | 0.97% | 102.80 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,862 CHF | 103,862 CHF | 99.20% | 99.20% |
08/07/2024 | 0.97% | 102.90 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,825 CHF | 103,825 CHF | 98.44% | 98.44% |
05/07/2024 | 0.97% | 102.80 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,799 CHF | 103,799 CHF | 98.52% | 98.52% |
04/07/2024 | 0.97% | 102.70 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,541 CHF | 103,541 CHF | 99.97% | 99.97% |
03/07/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,405 CHF | 103,405 CHF | 98.94% | 98.94% |
02/07/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,412 CHF | 103,412 CHF | 100.00% | 100.00% |