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 | 0.75% | 127.90 % | 128.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,926 CHF | 128,887 CHF | 83.49% | 83.49% |
12/07/2024 | 0.74% | 127.90 % | 128.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,882 CHF | 128,829 CHF | 99.01% | 99.01% |
11/07/2024 | 0.77% | 127.80 % | 128.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,794 CHF | 128,780 CHF | 99.09% | 99.09% |
10/07/2024 | 0.75% | 127.70 % | 128.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,589 CHF | 128,544 CHF | 97.19% | 97.19% |
09/07/2024 | 0.73% | 127.50 % | 128.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,467 CHF | 128,402 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 127.60 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,578 CHF | 128,527 CHF | 98.14% | 98.14% |
05/07/2024 | 0.77% | 127.50 % | 128.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,486 CHF | 128,475 CHF | 98.95% | 98.95% |
04/07/2024 | 0.75% | 127.50 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,547 CHF | 128,504 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 127.50 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,412 CHF | 128,355 CHF | 91.88% | 91.88% |
02/07/2024 | 0.75% | 127.30 % | 128.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,133 CHF | 128,092 CHF | 99.89% | 99.89% |