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 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,988 CHF | 99,989 CHF | 98.49% | 98.49% |
12/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,712 CHF | 99,712 CHF | 81.97% | 81.97% |
11/07/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,523 CHF | 99,523 CHF | 98.59% | 98.59% |
10/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,387 CHF | 99,387 CHF | 89.66% | 89.66% |
09/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,419 CHF | 99,419 CHF | 99.20% | 99.20% |
08/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,326 CHF | 99,326 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,460 CHF | 99,460 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,396 CHF | 99,396 CHF | 96.99% | 96.99% |
03/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,543 CHF | 99,543 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,591 CHF | 99,591 CHF | 100.00% | 100.00% |