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 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,002 CHF | 101,771 CHF | 87.92% | 87.92% |
12/07/2024 | 0.76% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,041 CHF | 101,809 CHF | 98.51% | 98.51% |
11/07/2024 | 0.75% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,163 CHF | 101,925 CHF | 89.23% | 89.23% |
10/07/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,002 CHF | 101,771 CHF | 96.99% | 96.99% |
09/07/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,065 CHF | 101,841 CHF | 98.75% | 98.75% |
08/07/2024 | 0.76% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,187 CHF | 101,962 CHF | 99.49% | 99.49% |
05/07/2024 | 0.76% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,378 CHF | 102,154 CHF | 70.54% | 70.54% |
04/07/2024 | 1.22% | 101.20 % | 102.00 % | 100,000 | 100,000 | 53,752 | 53,752 | 54,270 CHF | 54,915 CHF | 99.14% | 99.14% |
03/07/2024 | 1.25% | 101.10 % | 102.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,550 CHF | 51,187 CHF | 99.73% | 99.73% |
02/07/2024 | 1.25% | 100.80 % | 102.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,393 CHF | 51,025 CHF | 99.02% | 99.02% |