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 | 99,171 CHF | 100,175 CHF | 98.49% | 98.49% |
12/07/2024 | 1.01% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,345 CHF | 100,351 CHF | 81.97% | 81.97% |
11/07/2024 | 1.01% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,756 CHF | 99,755 CHF | 98.59% | 98.59% |
10/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,453 CHF | 99,453 CHF | 89.71% | 89.71% |
09/07/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,507 CHF | 99,507 CHF | 99.20% | 99.20% |
08/07/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,914 CHF | 99,910 CHF | 98.38% | 98.38% |
05/07/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,292 CHF | 100,294 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,101 CHF | 100,106 CHF | 96.99% | 96.99% |
03/07/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,450 CHF | 99,450 CHF | 97.62% | 97.62% |
02/07/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,898 CHF | 98,898 CHF | 100.00% | 100.00% |