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 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,648 CHF | 75.90% | 75.90% |
12/07/2024 | 0.69% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,700 CHF | 98.49% | 98.49% |
11/07/2024 | 0.69% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,998 CHF | 101,698 CHF | 94.08% | 94.08% |
10/07/2024 | 0.69% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,700 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,700 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,784 CHF | 94.85% | 94.85% |
05/07/2024 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,800 CHF | 98.86% | 98.86% |
04/07/2024 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,800 CHF | 98.67% | 98.67% |
03/07/2024 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,800 CHF | 99.82% | 99.82% |
02/07/2024 | 0.69% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,100 CHF | 101,800 CHF | 93.13% | 93.13% |