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 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,606 CHF | 102,606 CHF | 98.49% | 98.49% |
12/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,491 CHF | 102,491 CHF | 81.97% | 81.97% |
11/07/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,532 CHF | 102,532 CHF | 98.59% | 98.59% |
10/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,449 CHF | 102,449 CHF | 89.69% | 89.69% |
09/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,518 CHF | 102,518 CHF | 93.96% | 93.96% |
08/07/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,474 CHF | 102,474 CHF | 98.38% | 98.38% |
05/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,601 CHF | 102,601 CHF | 98.52% | 98.52% |
04/07/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,587 CHF | 102,587 CHF | 96.99% | 96.99% |
03/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,518 CHF | 102,518 CHF | 97.62% | 97.62% |
02/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,454 CHF | 102,454 CHF | 100.00% | 100.00% |