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% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,853 CHF | 100,607 CHF | 45.92% | 45.92% |
12/07/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,880 CHF | 101,635 CHF | 92.70% | 92.70% |
11/07/2024 | 0.74% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,882 CHF | 101,629 CHF | 94.50% | 94.50% |
10/07/2024 | 0.76% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,631 CHF | 101,396 CHF | 98.65% | 98.65% |
09/07/2024 | 0.76% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,487 CHF | 101,249 CHF | 88.54% | 88.54% |
08/07/2024 | 0.75% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,594 CHF | 101,349 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,606 CHF | 101,363 CHF | 81.10% | 81.10% |
04/07/2024 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,645 CHF | 101,405 CHF | 87.58% | 87.58% |
03/07/2024 | 0.74% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,489 CHF | 101,239 CHF | 98.95% | 98.95% |
02/07/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,120 CHF | 100,871 CHF | 94.30% | 94.30% |