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 | 1.11% | 89.80 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,556 CHF | 90,556 CHF | 98.48% | 98.48% |
12/07/2024 | 1.11% | 90.05 % | 91.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,566 CHF | 90,566 CHF | 79.53% | 79.53% |
11/07/2024 | 1.10% | 89.55 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,757 CHF | 91,757 CHF | 96.46% | 96.46% |
10/07/2024 | 1.04% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,890 CHF | 96,890 CHF | 89.45% | 89.45% |
09/07/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,642 CHF | 96,642 CHF | 99.20% | 99.20% |
08/07/2024 | 1.04% | 94.95 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,363 CHF | 96,363 CHF | 95.74% | 95.74% |
05/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
04/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | 1.06% | 94.60 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,857 CHF | 94,857 CHF | 100.00% | 100.00% |