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 | 0.79% | 126.50 % | 127.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,433 CHF | 127,433 CHF | 98.49% | 98.49% |
12/07/2024 | 0.79% | 126.30 % | 127.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,294 CHF | 127,294 CHF | 81.97% | 81.97% |
11/07/2024 | 0.79% | 126.20 % | 127.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,239 CHF | 127,239 CHF | 98.59% | 98.59% |
10/07/2024 | 0.79% | 126.20 % | 127.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,154 CHF | 127,154 CHF | 62.66% | 62.66% |
09/07/2024 | 0.79% | 126.10 % | 127.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,088 CHF | 127,088 CHF | 99.20% | 99.20% |
08/07/2024 | 0.79% | 126.10 % | 127.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,109 CHF | 127,109 CHF | 98.38% | 98.38% |
05/07/2024 | 0.79% | 126.00 % | 127.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 125,984 CHF | 126,984 CHF | 98.52% | 98.52% |
04/07/2024 | 0.79% | 126.00 % | 127.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,056 CHF | 127,056 CHF | 96.99% | 96.99% |
03/07/2024 | 0.79% | 126.00 % | 127.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 125,854 CHF | 126,854 CHF | 97.62% | 97.62% |
02/07/2024 | 0.79% | 125.80 % | 126.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 125,704 CHF | 126,704 CHF | 100.00% | 100.00% |